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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of financial econometrics"
~person:"Cross, Jamie"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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Cross, Jamie
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Hansen, Peter Reinhard
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Teräsvirta, Timo
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CREATES research paper
Journal of financial econometrics
International journal of forecasting
4
CAMP working paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of econometrics
2
Queen's Economics Department working paper
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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1
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Economic modelling
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Economics : the open-access, open-assessment e-journal
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Economics : the open-access, open-assessment journal
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Economics Discussion Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Energy economics
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Journal of applied econometrics
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Journal of empirical finance
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Journal of forecasting
1
UC3M working papers
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Working paper / Department of Economics, Universidad Carlos III de Madrid
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Working papers / Department of Economics, Universidad Carlos III de Madrid
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Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
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ECONIS (ZBW)
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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2
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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