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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Ergemen, Yunus Emre"
~person:"Koopman, Siem Jan"
~person:"Ludvigson, Sydney C."
~subject:"Korrelation"
~subject:"United States"
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Volatility
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Estimation
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Ergemen, Yunus Emre
Koopman, Siem Jan
Ludvigson, Sydney C.
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Aït-Sahalia, Yacine
5
Kim, Donggyu
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Koop, Gary
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Bibinger, Markus
2
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Journal of econometrics
Discussion paper / Tinbergen Institute
23
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6
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
3
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
4
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
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