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~institution:"Conference on Applied Probability and Time Series Analysis <1995, Athen>"
~institution:"Université de Montréal / Département de sciences économiques"
~subject:"Time series analysis"
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
Université de Montréal / Département de sciences économiques
National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
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6
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Athens Conference on Applied Probability and Time Series Analysis
1
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
2
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
Saved in:
4
Athens Conference on Applied Probability and Time Series Analysis
1996
Persistent link: https://www.econbiz.de/10000981761
Saved in:
5
Time series analysis : in memory of E. J. Hannan
Hannan, Edward J.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000981763
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