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subject:"Prognoseverfahren"
~isPartOf:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Pesaran, M. Hashem"
~subject:"Impact assessment"
~subject:"Wirkungsanalyse"
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Prognoseverfahren
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Wirkungsanalyse
Estimation
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Bollerslev, Tim
Pesaran, M. Hashem
Fan, Jianqing
3
Kim, Donggyu
3
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2
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Journal of econometrics
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ECONIS (ZBW)
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From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
2
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
3
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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