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isPartOf:"Journal of economic integration"
subject:"EU-Staaten"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Econometric reviews"
~person:"Bordignon, Silvano"
~subject:"Theory"
~subject:"Volatility"
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Bordignon, Silvano
Verhoef, Erik T.
115
Nijkamp, Peter
114
Koopman, Siem Jan
87
Brink, René van den
70
Lucas, André
70
Dijk, Herman K. van
67
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62
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61
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52
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24
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23
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23
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21
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Journal of economic integration
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Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
3
Periodic long-memory GARCH models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
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