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~isPartOf:"Journal of econometrics"
~person:"Berg, Gerard J. van den"
~person:"Fan, Jianqing"
~person:"Gil-Alaña, Luis A."
~type:"article"
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Berg, Gerard J. van den
Fan, Jianqing
Gil-Alaña, Luis A.
Todorov, Viktor
14
Tauchen, George Eugene
9
Bollerslev, Tim
8
Linton, Oliver
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Journal of econometrics
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ECONIS (ZBW)
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1
A general semiparametric approach to inference with marker-dependent hazard rate models
Berg, Gerard J. van den
;
Janys, Lena
;
Mammen, Enno
; …
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 43-67
Persistent link: https://www.econbiz.de/10012618795
Saved in:
2
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
4
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
5
Combining micro and macro unemployment duration data
Berg, Gerard J. van den
;
Klaauw, Bas van der
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 271-309
Persistent link: https://www.econbiz.de/10001580622
Saved in:
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