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Nielsen, Morten Ørregaard
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Teräsvirta, Timo
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CREATES research paper
Journal of econometrics
1,807
Economics letters
1,063
Econometric theory
744
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
664
Econometric reviews
480
CEMMAP working papers / Centre for Microdata Methods and Practice
392
NBER Working Paper
388
Discussion paper / Tinbergen Institute
376
NBER working paper series
371
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
330
Journal of the American Statistical Association : JASA
330
Discussion paper series / IZA
290
The econometrics journal
277
Working paper / National Bureau of Economic Research, Inc.
266
Série des documents de travail / Centre de Recherche en Économie et Statistique
242
Applied economics letters
237
Applied economics
235
Journal of applied econometrics
234
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
223
Cowles Foundation discussion paper
222
MPRA Paper
217
European journal of operational research : EJOR
210
IMF Working Papers
209
Economic modelling
208
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
203
IZA Discussion Paper
202
Working paper
201
Oxford bulletin of economics and statistics
200
Discussion paper
191
Discussion paper / Center for Economic Research, Tilburg University
188
CESifo working papers
183
Econometrics : open access journal
182
Working paper / Department of Econometrics and Business Statistics, Monash University
178
Journal of quantitative economics : official journal of the Indian Econometric Society
172
International journal of forecasting
171
The review of economics and statistics
165
Finance research letters
155
Computational economics
144
Journal of forecasting
142
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ECONIS (ZBW)
155
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1
Bootstrapping integrated
covariance
matrix estimators in noisy jump-diffusion models with non-synchronous trading
Hounyo, Ulrich
-
2014
Persistent link: https://www.econbiz.de/10010413824
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Modelling asset correlations during the recent financial crisis : a semiparametric approach
Aslanidis, Nektarios
;
Casas, Isabel
-
2010
Persistent link: https://www.econbiz.de/10008688578
Saved in:
5
Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10003956890
Saved in:
6
Forecasting
covariance
matrices : a mixed frequency approach
Halbleib, Roxana
;
Voev, Valeri
-
2011
Persistent link: https://www.econbiz.de/10008807445
Saved in:
7
Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios
;
Christiansen, Charlotte
-
2010
Persistent link: https://www.econbiz.de/10008651648
Saved in:
8
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
Saved in:
9
Treatment effects with many covariates and heteroskedasticity
Cattaneo, Matias D.
;
Jansson, Michael
;
Newey, Whitney K.
-
2015
Persistent link: https://www.econbiz.de/10011327732
Saved in:
10
Correlation dynamics and international diversification benefits
Christoffersen, Peter F.
;
Errunza, Vihang R.
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226790
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