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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Shi, Xiaoxia"
~subject:"Regressionsanalyse"
~subject:"Statistischer Test"
~type_genre:"Conference paper"
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Volatility
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Shi, Xiaoxia
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Econometric theory
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Quantitative economics : QE ; journal of the Econometric Society
5
Journal of econometrics
3
The review of economic studies : RES
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Testing generalized regression monotonicity
Hsu, Yu-Chin
;
Liu, Chu-An
;
Shi, Xiaoxia
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1146-1200
Persistent link: https://www.econbiz.de/10012149282
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2
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia
;
Phillips, Peter C. B.
- In:
Econometric theory
28
(
2012
)
3
,
pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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