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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~person:"Harvey, Andrew C."
~subject:"Markov-Kette"
~subject:"Theorie"
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Lohnstruktur
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Harvey, Andrew C.
Pesaran, M. Hashem
7
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Journal of applied econometrics
Journal of econometrics
Cambridge working papers in economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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