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subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Einmahl, John H. J."
~subject:"Heteroscedasticity"
~subject:"Market microstructure noise"
~subject:"Ranking method"
~subject:"Schätzung"
~subject:"Statistical test"
~subject:"United States"
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Volatility
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Einmahl, John H. J.
Su, Liangjun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Center for Economic Research, Tilburg University
12
CentER Discussion Paper Series
3
CentER Discussion Paper
1
CentER Discussion Paper Nr. 2020-004
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Extreme value estimation for heterogeneous data
Einmahl, John H. J.
;
He, Yi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 255-269
Persistent link: https://www.econbiz.de/10013540838
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Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
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