“...Marketers distinguish three types of media: paid (e.g., advertising), owned (e.g., company website), and earned (e.g., publicity). The effects of paid media on...”

“...Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no...”

“...This paper examines whether the predictability of securitized real estate returns differs from that of stock returns. It also provides a cross-country...”

“...We use first differenced logged quarterly series for the GDP of 29 countries and the euro area to assess the need to use non-linear models to describe business...”

“...We introduce a new framework, Realized GARCH, for the joint modeling of returns and realized measures of volatility. A key feature is a measurement equation...”

“...Two negative binomial quasi‐maximum likelihood estimates (NB‐QMLEs) for a general class of count time series models are proposed. The first one is the profile...”

“...Product-harm crises are among a firm’s worst nightmares. A firm may experience (i) a loss in baseline sales, (ii) a reduced own effectiveness for its marketing...”

“...Probabilistic forecasting, i.e., estimating a time series’ future probability distribution given its past, is a key enabler for optimizing business processes...”

“...Abstract An approximate factor model of high dimension has two key features. First, the idiosyncratic errors are correlated and heteroskedastic over both the...”

“...Economic and financial data often take the form of a collection of curves observed consecutively over time. Examples include, intraday price curves, yield and...”