//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Whittle estimator"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Long memory stochastic volatility
1
Measurement error
1
Realized variance
1
local Whittle estimator
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Institution
All
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
3
Department of Econometrics and Business Statistics, Monash Business School
2
London School of Economics (LSE)
2
Cowles Foundation for Research in Economics, Yale University
1
School of Economics and Management, University of Aarhus
1
Published in...
All
DEM Working Papers Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
Dipartimento di Scienze Economiche e Aziendali, …
-
2012
Whittle
estimator
of Hurvich et al. (2005) is much less biased than the standard local
Whittle
estimator
and the empirical …
Persistent link: https://www.econbiz.de/10010592258
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->