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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Lancaster University Management School"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Cavaliere, Giuseppe"
~person:"Gil-Alaña, Luis A."
~person:"Johansen, Søren"
~person:"Linton, Oliver"
~person:"Phillips, Peter C. B."
~subject:"Heteroskedastizität"
~subject:"Metal market"
~subject:"Nichtparametrisches Verfahren"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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Cavaliere, Giuseppe
Gil-Alaña, Luis A.
Johansen, Søren
Linton, Oliver
Phillips, Peter C. B.
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
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11
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11
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9
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9
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9
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9
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8
Hong, Yongmiao
8
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8
Xiao, Zhijie
8
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Candelon, Bertrand
6
Caporale, Guglielmo Maria
6
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6
Kleinow, Torsten
6
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6
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Tjostheim, Dag
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5
Choi, In
5
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5
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5
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5
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5
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Applied financial economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion papers of interdisciplinary research project 373
Econometric theory
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
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42
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51
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
52
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
53
Optimal bandwidth selection in heteroskedasticity-autocorrelation robust testing
Sun, Yixiao
(
contributor
);
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468430
Saved in:
54
Gaussian inference in AR(1) time series with or without a unit root
Phillips, Peter C. B.
(
contributor
);
Han, Chirok
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468431
Saved in:
55
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
56
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461413
Saved in:
57
Log periodogram regression : the nonstationary case
Kim, Chang Sik
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461423
Saved in:
58
Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003461553
Saved in:
59
Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun
-
2005
Persistent link: https://www.econbiz.de/10003468425
Saved in:
60
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
-
2005
Persistent link: https://www.econbiz.de/10002969709
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