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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"Technical working paper / National Bureau of Economic Research"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Cavicchioli, Maddalena"
~person:"Hassler, Uwe"
~subject:"Correlation"
~subject:"Forecasting model"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Cavicchioli, Maddalena
Hassler, Uwe
Kurita, Takamitsu
2
Lee, Hyejin
2
Li, Chen
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Li, Luyang
2
Meng, Ming
2
Moura, Guilherme Valle
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1
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1
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1
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Economics letters
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Technical working paper / National Bureau of Economic Research
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of time series econometrics
1
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Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
2
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
3
Ergodic for the mean
Hassler, Uwe
- In:
Economics letters
151
(
2017
),
pp. 75-78
Persistent link: https://www.econbiz.de/10011742137
Saved in:
4
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
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