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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of international money and finance"
~person:"Cai, Zongwu"
~subject:"Forecasting model"
~subject:"Schätztheorie"
~type:"article"
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Volatility
Forecasting model
Schätztheorie
Estimation theory
7
Regression analysis
4
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4
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3
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3
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2
Generalized F-test
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Bollerslev, Tim
Cai, Zongwu
Li, Qi
9
Su, Liangjun
7
Gao, Jiti
6
Lan, Wei
6
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6
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5
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of international money and finance
Journal of econometrics
17
Econometric reviews
5
Econometric theory
5
Economics letters
2
Journal of the American Statistical Association : JASA
2
Nonparametric econometric methods
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Annales d'économie et de statistique
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Handbook of econometrics : volume 4
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Handbook of econometrics ; Vol. 4
1
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Memo / Økonomisk Institut, Aarhus Universitet
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ECONIS (ZBW)
7
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1
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
3
Unified tests for a dynamic predictive regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
4
Inferences for a partially varying coefficient model with endogenous regressors
Cai, Zongwu
;
Fang, Ying
;
Lin, Ming
;
Su, Jia
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 158-170
Persistent link: https://www.econbiz.de/10012176567
Saved in:
5
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
6
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
7
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
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