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isPartOf:"Journal of econometrics"
~person:"Hallin, Marc"
~person:"Park, Joon Y."
~subject:"Heteroskedastizität"
~subject:"Spot interest rate"
~type_genre:"Aufsatz in Zeitschrift"
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Heteroskedastizität
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Hallin, Marc
Park, Joon Y.
Botosaru, Irene
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Choi, Hwan-sik
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Chung, Heetaik
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Dette, Holger
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Gonçalves, Sílvia
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R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
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2
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
Saved in:
3
Nonstationary nonlinear heteroskedasticity in regression
Chung, Heetaik
;
Park, Joon Y.
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 230-259
Persistent link: https://www.econbiz.de/10003425535
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