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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Doğan, Osman"
~person:"Ghysels, Eric"
~subject:"Statistical test"
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Volatility
Statistical test
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Doğan, Osman
Ghysels, Eric
Todorov, Viktor
10
Tauchen, George Eugene
7
Andersen, Torben
6
Francq, Christian
6
Li, Jia
6
Sun, Yixiao
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Kim, Donggyu
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Li, Yingying
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Zakoïan, Jean-Michel
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Cai, Zongwu
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Hsiao, Cheng
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Mykland, Per A.
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Lavergne, Pascal
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Meddahi, Nour
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Moreira, Marcelo J.
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Shi, Xiaoxia
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Taylor, Robert
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Regional science & urban economics
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Econometric analysis of financial and economic time series ; part a
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Econometric theory
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 633-654
Persistent link: https://www.econbiz.de/10012483174
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2
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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