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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Creal, Drew"
~subject:"Time series analysis"
~subject:"United States"
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Volatility
Time series analysis
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Estimation
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Creal, Drew
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
5
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5
Koop, Gary
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Journal of econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
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