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isPartOf:"Journal of econometrics"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Gonçalves, Sílvia"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Statistische Verteilung"
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ARCH-Modell
Estimation theory
Statistische Verteilung
Volatility
3
Volatilität
3
ARCH model
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Theorie
2
Theory
2
Heteroscedasticity
1
Heteroskedastizität
1
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Gonçalves, Sílvia
Todorov, Viktor
12
Bollerslev, Tim
9
Andersen, Torben
7
Tauchen, George Eugene
7
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
5
Meddahi, Nour
5
Xiu, Dacheng
5
Aït-Sahalia, Yacine
4
Francq, Christian
4
Mykland, Per A.
4
Patton, Andrew J.
4
Zakoïan, Jean-Michel
4
Barigozzi, Matteo
3
Gouriéroux, Christian
3
Hallin, Marc
3
Jasiak, Joann
3
Linton, Oliver
3
McAleer, Michael
3
Paolella, Marc S.
3
Park, Joon Y.
3
Swanson, Norman R.
3
Varneskov, Rasmus Tangsgaard
3
Wang, Yazhen
3
Zhang, Lan
3
Zhu, Ke
3
Amengual, Dante
2
Andreou, Elena
2
Bandi, Federico M.
2
Boughrara, Adel
2
Bouri, Elie
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Clinet, Simon
2
Corradi, Valentina
2
Dalderop, Jeroen
2
Fan, Jianqing
2
Gallant, A. Ronald
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Journal of econometrics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Bundesbank Series 1 Discussion Paper
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Deutsche Bundesbank
1
Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
1
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1
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ECONIS (ZBW)
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1
Bootstrapping realized multivariate volatility measures
Dovonon, Prosper
;
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009702319
Saved in:
2
Box-Cox transforms for realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 129-144
Persistent link: https://www.econbiz.de/10009242530
Saved in:
3
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
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