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Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon; Baek, Changryong - In: Applied economics letters 30 (2023) 11, pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
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Nonparametric cointegration tests
Bierens, Herman J. - 1994
Persistent link: https://www.econbiz.de/10000888251
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A note on Robinson's test of independence
Drost, Feike C.; Werker, Bas J. M. - 1993
Persistent link: https://www.econbiz.de/10000855021
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Incomplete panels and selection bias : a survey
Verbeek, Marno; Nijman, Theodore E. - 1992
Persistent link: https://www.econbiz.de/10000834351
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Can cohort data be treated as genuine panel data?
Verbeek, Marno; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801227
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Temporal aggregation of GARCH processes
Drost, Feike C.; Nijman, Theodore E. - 1990
Persistent link: https://www.econbiz.de/10000801756
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A Bayesian analysis of exogeneity in models pooling time-series and cross-section data
Osiewalski, Jacek; Steel, Mark F. J. - 1989
Persistent link: https://www.econbiz.de/10000782932
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A decision theoretic analysis of the unit root hypothesis using mixtures of elliptical models
Koop, Gary; Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823522
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Bayesian inference in time series
Steel, Mark F. J. - 1991
Persistent link: https://www.econbiz.de/10000823530