Asymptotic Properties of GARCH-X Processes.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 188, doi. 10.1093/jjfinec/nbt023
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2015 AND VI 13 AND IP 1
Results: 6
1
2
A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 45, doi. 10.1093/jjfinec/nbt015
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- Publication type:
- Article
3
Expected Shortfall Estimation and Gaussian Inference for Infinite Variance Time Series†.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 1, doi. 10.1093/jjfinec/nbt020
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- Publication type:
- Article
4
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 166, doi. 10.1093/jjfinec/nbt025
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- Publication type:
- Article
5
On the Optimal Estimating Function Method for Conditional Correlation Models.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 83, doi. 10.1093/jjfinec/nbt022
- By:
- Publication type:
- Article
6
Two-Scale Realized Kernels: A Univariate Case.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 126, doi. 10.1093/jjfinec/nbt024
- By:
- Publication type:
- Article