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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~person:"Koopman, Siem Jan"
~person:"Wang, Jying-Nan"
~person:"Zakoïan, Jean-Michel"
~subject:"Zustandsraummodell"
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Volatility
Zustandsraummodell
Estimation theory
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Koopman, Siem Jan
Wang, Jying-Nan
Zakoïan, Jean-Michel
Maasoumi, Esfandiar
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Teräsvirta, Timo
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Amado, Cristina
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Econometric reviews
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Bias-corrected realized variance
Yeh, Jin-huei
;
Wang, Jying-Nan
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
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2
Monte Carlo maximum likelihood estimation for generalized long-memory time series models
Mesters, G.
;
Koopman, Siem Jan
;
Ooms, Marius
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 659-687
Persistent link: https://www.econbiz.de/10011550112
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