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isPartOf:"Journal of econometrics"
subject:"Schätzung"
~person:"Thyrsgaard, Martin"
~subject:"Empirical characteristic function"
~type:"article"
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Schätzung
Empirical characteristic function
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Thyrsgaard, Martin
Koop, Gary
5
Aït-Sahalia, Yacine
4
Frühwirth-Schnatter, Sylvia
3
Pesaran, M. Hashem
3
Phillips, Peter C. B.
3
Steel, Mark F. J.
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Todorov, Viktor
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Andersen, Torben
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Asai, Manabu
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Heckman, James J.
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Hong, Yongmiao
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Inoue, Atsushi
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Kutlu, Levent
2
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Mroz, Thomas A.
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Robinson, Peter M.
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Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
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