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person:"Kapetanios, George"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Tong, Howell"
~source:"econis"
~subject:"Volatility"
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Volatility
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Tong, Howell
Todorov, Viktor
7
Li, Jia
6
Andersen, Torben
5
Kim, Donggyu
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Li, Yingying
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Journal of econometrics
Discussion paper / Tinbergen Institute
28
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Econometric analysis of financial and economic time series ; part a
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Tinbergen Institute Discussion Paper 14-118/III
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Missing observations in observation-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 542-568
Persistent link: https://www.econbiz.de/10012619249
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2
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
3
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
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