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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
~person:"Mancino, Maria Elvira"
~person:"Sheppard, Kevin"
~person:"Teräsvirta, Timo"
~subject:"Theorie"
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Bollerslev, Tim
Mancino, Maria Elvira
Sheppard, Kevin
Teräsvirta, Timo
Engle, Robert F.
4
White, Halbert
4
Granger, C. W. J.
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Discussion paper / Department of Economics, University of California San Diego
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CREATES research paper
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Econometric reviews
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Handbook of econometrics ; Vol. 4
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Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
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Theoretical and empirical properties of dynamic conditional correlation multivariate GARCH
Engle, Robert F.
;
Sheppard, Kevin
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2001
Persistent link: https://www.econbiz.de/10001618448
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Power properties of linearity tests for time series
Teräsvirta, Timo
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1990
Persistent link: https://www.econbiz.de/10000168174
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