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CREATES research paper
Journal of econometrics
204
Economics letters
107
Econometric theory
91
Econometric reviews
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
The econometrics journal
46
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40
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39
Discussion paper / Tinbergen Institute
38
Cowles Foundation discussion paper
34
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34
Journal of forecasting
33
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30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
30
Journal of empirical finance
30
Working paper
29
Economic modelling
28
International journal of forecasting
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
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NBER Working Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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22
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The journal of real estate finance and economics
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Oxford bulletin of economics and statistics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
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Journal of regional science
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
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Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
Saved in:
2
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
3
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
4
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:
5
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
6
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
Saved in:
7
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
8
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
9
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
10
Estimating the persistence and the autocorrelation function of a time series that this measured with error
Hansen, Peter Reinhard
;
Lunde, Asger
-
2010
Persistent link: https://www.econbiz.de/10003934448
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