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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"sqi"
~language:"und"
~person:"Boswijk, Herman Peter"
~person:"Renault, Eric"
~subject:"Geldpolitik"
~subject:"Großbritannien"
~subject:"Kointegration"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Geldpolitik
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Kointegration
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Theorie
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12
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12
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8
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Boswijk, Herman Peter
Renault, Eric
Bollerslev, Tim
19
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17
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15
Andersen, Torben
11
Aït-Sahalia, Yacine
11
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11
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9
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8
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8
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7
Mykland, Per A.
7
Nielsen, Morten Ørregaard
7
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7
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7
Rahbek, Anders
7
Robinson, Peter M.
7
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6
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5
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4
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Journal of econometrics
Discussion paper / Tinbergen Institute
8
Economics letters
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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2
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2
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2
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2
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1
Applying Kernel and nonparametric estimation to economic topics
1
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1
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1
Econometrics : open access journal
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Handbook of financial time series
1
Journal of applied econometrics
1
Journal of empirical finance
1
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1
Quantitative economics : QE ; journal of the Econometric Society
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Statistical methods in finance
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ECONIS (ZBW)
13
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1
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
2
The leverage effect puzzle revisited : identification in discrete time
Han, Hyojin
;
Khrapov, Stanislav
;
Renault, Eric
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 230-258
Persistent link: https://www.econbiz.de/10012482760
Saved in:
3
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
Saved in:
4
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
5
Improved likelihood ratio tests for cointegration rank in the VAR model
Boswijk, Herman Peter
;
Jansson, Michael
;
Nielsen, …
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011326813
Saved in:
6
Estimating spot volatility with high-frequency financial data
Zu, Yang
;
Boswijk, Herman Peter
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 117-135
Persistent link: https://www.econbiz.de/10010473332
Saved in:
7
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
Saved in:
8
Cointegration in a historical perspective
Boswijk, Herman Peter
;
Franses, Philip Hans
;
Dijk, Dick van
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
Saved in:
9
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:
10
Twenty years of cointegration : [... special Conference on Cointegration ... held in Rotterdam, March 23 and 24, 2007]
Boswijk, Herman Peter
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10008827063
Saved in:
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