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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~language:"eng"
~language:"mkd"
~language:"nor"
~language:"ron"
~language:"und"
~person:"Chiang, Thomas C."
~person:"Fitzenberger, Bernd"
~person:"Gao, Jiti"
~person:"Patton, Andrew J."
~person:"Renault, Eric"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Collection of articles of several authors"
~type_genre:"Übersichtsarbeit"
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Stochastic process
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33
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Article in journal
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Chiang, Thomas C.
Fitzenberger, Bernd
Gao, Jiti
Patton, Andrew J.
Renault, Eric
Todorov, Viktor
15
Tauchen, George Eugene
11
Phillips, Peter C. B.
9
McAleer, Michael
7
Yu, Jun
7
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6
Park, Joon Y.
6
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5
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5
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5
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5
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4
Asai, Manabu
4
Carriero, Andrea
4
Chang, Chia-Lin
4
Corsi, Fulvio
4
Ghysels, Eric
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Horváth, Lajos
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4
Renò, Roberto
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Zakoïan, Jean-Michel
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Journal of financial economics
Review of Pacific Basin financial markets and policies
Econometric reviews
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of finance
1
Econometric theory
1
Handbook of financial time series
1
Journal of risk and financial management : JRFM
1
Quantitative economics : QE ; journal of the Econometric Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
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ECONIS (ZBW)
5
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1
Estimation in threshold autoregressive models with a stationary and a unit root regime
Gao, Jiti
;
Tjostheim, Dag
;
Yin, Jiying
- In:
Journal of econometrics
172
(
2013
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009702338
Saved in:
2
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009242563
Saved in:
3
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
4
Temporal aggregation of volatility models
Meddahi, Nour
;
Renault, Eric
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
Saved in:
5
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
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