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isPartOf:"Journal of forecasting"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~person:"Lunde, Asger"
~subject:"ARCH-Modell"
~subject:"Regressionsanalyse"
~subject:"Schätzung"
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Estimation theory
ARCH-Modell
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Integer valued trawl process
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Lunde, Asger
Nielsen, Morten Ørregaard
15
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11
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10
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8
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7
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Ravishanker, Nalini
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Veliyev, Bezirgen
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Veraart, Almut E. D.
3
Yang, Yukai
3
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2
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Journal of forecasting
CREATES research paper
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2
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Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Department of Economics, University of California San Diego
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Econometric reviews
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Global COE Hi-Stat discussion paper series
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Oxford Financial Research Centre economics series
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel
;
Lunde, Asger
;
Shephard, Neil G.
; …
-
2021
Persistent link: https://www.econbiz.de/10012621491
Saved in:
2
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Floor Brix, Anne
;
Lunde, Asger
;
Wei, Wei
-
2015
Persistent link: https://www.econbiz.de/10011373234
Saved in:
3
Discretization of Lévy semistationary processes with application to estimation
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
-
2014
Persistent link: https://www.econbiz.de/10010388017
Saved in:
4
Estimating stochastic volatility models using predictionbased estimating functions
Lunde, Asger
;
Floor Brix, Anne
-
2013
Persistent link: https://www.econbiz.de/10009763883
Saved in:
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