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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Robinson, Peter M."
~person:"Rust, John"
~person:"Sibbertsen, Philipp"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Robinson, Peter M.
Rust, John
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
41
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Journal of econometrics
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Econometrics papers
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The review of economic studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Athens Conference on Applied Probability and Time Series Analysis
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Celebrating Irving Fisher : the legacy of a great economist
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LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
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