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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Journal of econometrics"
~person:"Nielsen, Morten Ørregaard"
~subject:"ARCH-Modell"
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Großbritannien
Time series analysis
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Estimation theory
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Nielsen, Morten Ørregaard
Phillips, Peter C. B.
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Francq, Christian
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Taylor, Robert
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Linton, Oliver
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Leybourne, Stephen James
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Todorov, Viktor
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Zakoïan, Jean-Michel
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Kim, Donggyu
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Harvey, David I.
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Koopman, Siem Jan
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Li, Qi
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Ng, Serena
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Shephard, Neil G.
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Sun, Yixiao
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Journal of econometrics
Queen's Economics Department working paper
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CREATES research paper
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
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