Narrow search
Showing 1 - 7 of 7
Cover Image
The econometrics of ultra-high-frequency data
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Cover Image
Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 3, pp. 525-542
Persistent link: https://www.econbiz.de/10001085314
Cover Image
Density forecasts with MIDAS models
Aastveit, Knut Are; Foroni, Claudia; Ravazzolo, Francesco - 2014
Persistent link: https://www.econbiz.de/10010440089
Cover Image
Autoregressive conditional duration : a new model for irregularly spaced transaction data
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 5, pp. 1127-1162
Persistent link: https://www.econbiz.de/10001249588
Cover Image
Common persistence in conditional variances
Bollerslev, Tim - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Cover Image
Forecasting energy commodity prices : a large global dataset sparse approach
Ferrario, Davide L.; Ravazzolo, Francesco; Vespignani, … - 2019
Persistent link: https://www.econbiz.de/10012175973
Cover Image
Proper scoring rules for evaluating asymmetry in density forecasting
Iacopini, Matteo; Ravazzolo, Francesco; Rossini, Luca - 2020
Persistent link: https://www.econbiz.de/10012437475