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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Dufour, Jean-Marie"
~subject:"Markov chain"
~subject:"Power"
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Volatility
Markov chain
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Estimation theory
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Croux, Christophe
Dufour, Jean-Marie
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Li, Jia
6
Kim, Donggyu
5
Li, Yingying
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Aït-Sahalia, Yacine
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Francq, Christian
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Mykland, Per A.
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Gallant, A. Ronald
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Koopman, Siem Jan
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Meddahi, Nour
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Varneskov, Rasmus Tangsgaard
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Wang, Yazhen
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Journal of econometrics
KBI
4
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The econometrics journal
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part A
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Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul
;
Dufour, Jean-Marie
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin
;
Dufour, Jean-Marie
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 390-418
Persistent link: https://www.econbiz.de/10012483007
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