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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Harvey, Andrew C."
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"ARCH-Modell"
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Harvey, Andrew C.
McAleer, Michael
Wang, Yazhen
Francq, Christian
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Zakoïan, Jean-Michel
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Kim, Donggyu
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China economic review : an international journal
Journal of econometrics
Econometric Institute research papers
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Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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2
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
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