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ECONIS (ZBW)
464
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1
A range-based multivariate stochastic
volatility
model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
2
Bayesian analysis of stochastic
volatility
models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
3
Volatility
spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
4
Proximity-structured multivariate
volatility
models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
5
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
6
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Catani, Paul
;
Teräsvirta, Timo
;
Yin, Meiqun
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 599-621
Persistent link: https://www.econbiz.de/10011795292
Saved in:
7
Data cloning estimation for asymmetric stochastic
volatility
models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
8
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
9
Assessing
volatility
persistence in fractional Heston models with self-exciting jumps
Truchis, Gilles de
;
Desgraupes, Bernard
;
Dumitrescu, …
- In:
Econometric reviews
44
(
2025
)
3
,
pp. 275-311
Persistent link: https://www.econbiz.de/10015196602
Saved in:
10
Frequency domain local bootstrap in short and long memory time series
Arteche, Josu
- In:
Econometric reviews
44
(
2025
)
2
,
pp. 163-191
Persistent link: https://www.econbiz.de/10015196596
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