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CREATES research paper
Journal of econometrics
675
International journal of forecasting
574
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396
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ECONIS (ZBW)
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51
Dynamic models of exchange rate dependence using option prices and historical returns
Tsiaras, Leonidas
-
2010
Persistent link: https://www.econbiz.de/10008651727
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52
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
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53
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
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54
Cash flow-predictability : still going strong
Rangvid, Jesper
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10003926071
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55
Nonparametric detection and estimation of structural change
Kristensen, Dennis
-
2011
Persistent link: https://www.econbiz.de/10008986681
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56
A simple test for spurious regressions
Noriega-Muro, Antonio E.
;
Ventosa-Santaulària, Daniel
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2011
Persistent link: https://www.econbiz.de/10009006821
Saved in:
57
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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58
Some econometric results for the Blanchard-Watson bubble model
Johansen, Søren
;
Lange, Theis
-
2011
Persistent link: https://www.econbiz.de/10009006830
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59
Asymptotic theory for iterated one-step Huber-skip estimators
Johansen, Søren
;
Nielsen, Bent
-
2011
Persistent link: https://www.econbiz.de/10009377349
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60
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009382620
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