Concepedia
Statistics
Publications
8
Citations
186
H-Index
Active since
2018
Affiliations
University of North Carolina at Chapel Hill(Current)
Copenhagen Business School
Fund for Scientific Research
KU Leuven
Jonas Striaukas is an author at University of North Carolina at Chapel Hill specializing in statistics, econometrics, and business.
Top concepts
StatisticsBusinessEconometricsFinanceEngineeringForecastingData ScienceStatistical InferenceEconomicsEconomic Analysis
Publications per year
2018–2024
Machine Learning Time Series Regressions With an Application to Nowcasting
Andrii Babii, Éric Ghysels, Jonas Striaukas · Journal of Business and Economic Statistics · 2021 · 32 citations · Full text
Forecasting Methodology, Engineering, Machine Learning +23
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
Andrii Babii, Ryan T. Ball, Éric Ghysels et al. · Journal of Econometrics · 2022 · 31 citations
Econometric Model, Economics, Engineering +13
Quantile-based Inflation Risk Models
Éric Ghysels, Leonardo Iania, Jonas Striaukas · RePEc: Research Papers in Economics · 2018 · 22 citations
Forecasting Methodology, Risk Metric, Risk Analysis +22
High-Dimensional Granger Causality Tests with an Application to VIX and News
Andrii Babii, Éric Ghysels, Jonas Striaukas · Journal of Financial Econometrics · 2022 · 21 citations
Causal Model, Volatility Modeling, Sparse-group Lasso +15
High-Dimensional Granger Causality Tests with an Application to VIX and\n News
Andrii Babii, Éric Ghysels, Jonas Striaukas · arXiv (Cornell University) · 2019 · 21 citations · Full text
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