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~language:"eng"
~person:"Hsing, Yu"
~person:"Phillips, Peter C. B."
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Reprint"
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Stochastic process
Theorie
179
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96
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94
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69
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Hsing, Yu
Phillips, Peter C. B.
Escudero, Laureano F.
40
McAleer, Michael
31
Escobar, Marcos
29
Fabozzi, Frank J.
26
Siu, Tak Kuen
26
Benth, Fred Espen
25
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25
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24
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24
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23
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22
Madan, Dilip B.
22
Račev, Svetlozar T.
22
Wallace, Stein W.
22
Wong, Wing Keung
21
Cui, Zhenyu
20
Wong, Hoi Ying
20
Yu, Jun
20
Maggioni, Francesca
19
Todorov, Viktor
19
Tsionas, Efthymios G.
19
Shapiro, Alexander
18
Tauchen, George Eugene
18
Chiarella, Carl
17
Rossi, Roberto
17
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16
Wang, Xingchun
16
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15
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15
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15
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15
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15
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15
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14
Grasselli, Martino
14
Jeanblanc, Monique
14
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14
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14
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Journal of econometrics
9
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6
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3
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1
Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of financial time series
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ECONIS (ZBW)
26
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1
Information loss in volatility measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
Understanding temporal aggregation effects on kurtosis in financial indices
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 25-46
Persistent link: https://www.econbiz.de/10013441621
Saved in:
3
Pitfalls in bootstrapping spurious regression
Phillips, Peter C. B.
- In:
Journal of quantitative economics
19
(
2021
),
pp. 163-217
Persistent link: https://www.econbiz.de/10013441715
Saved in:
4
Hybrid stochastic local unit roots
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
Saved in:
5
Random coefficient continuous systems : testing for extreme sample path behavior
Tao, Yubo
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 208-237
Persistent link: https://www.econbiz.de/10012302568
Saved in:
6
IV and GMM inference in endogenous stochastic unit root models
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric theory
34
(
2018
)
5
,
pp. 1065-1100
Persistent link: https://www.econbiz.de/10011951461
Saved in:
7
Threshold regression asymptotics : from the compound Poisson process to two-sided Brownian motion
Yu, Ping
;
Phillips, Peter C. B.
- In:
Economics letters
172
(
2018
),
pp. 123-126
Persistent link: https://www.econbiz.de/10012022094
Saved in:
8
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
9
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying
;
Phillips, Peter C. B.
;
Wang, Hanchao
; …
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Saved in:
10
Testing linearity using power transforms of regressors
Baek, Yae In
;
Cho, Jin Seo
;
Phillips, Peter C. B.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 376-384
Persistent link: https://www.econbiz.de/10011499536
Saved in:
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