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Moving average-based estimators of integrated variance
Hansen, Peter Reinhard; Large, Jeremy; Lunde, Asger - In: Econometric reviews 27 (2008) 1/3, pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
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Bias-corrected realized variance
Yeh, Jin-huei; Wang, Jying-Nan - In: Econometric reviews 38 (2019) 2, pp. 170-192
Persistent link: https://www.econbiz.de/10012180719
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Using high-frequency data in dynamic portfolio choice
Bandi, Federico M.; Russell, Jeffrey R.; Zhu, Yinghua - In: Econometric reviews 27 (2008) 1/3, pp. 163-198
Persistent link: https://www.econbiz.de/10003761222
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[Rezension von: Granger, Clive W. J. ..., Modelling nonlinear economic relationships]
Campos, Julia - In: Econometric reviews 17 (1998) 1, pp. 105-108
Persistent link: https://www.econbiz.de/10001349662
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Oracle inequalities for convex loss functions with nonlinear targets
Caner, Mehmet; Kock, Anders Bredahl - In: Econometric reviews 35 (2016) 8/10, pp. 1377-1411
Persistent link: https://www.econbiz.de/10011592343
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Post-averaging inference for optimal model averaging estimator in generalized linear models
Yu, Dalei; Lian, Heng; Sun, Yuying; Zhang, Xinyu; Hong, … - In: Econometric reviews 43 (2024) 2/4, pp. 98-122
Persistent link: https://www.econbiz.de/10014551478
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Modelling the persistence of conditional variances
Engle, Robert F. - In: Econometric reviews 5 (1986) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10001016525
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Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.; Savva, Christos S. - In: Econometric reviews 38 (2019) 6, pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
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A note on unit root tests with infinite variance noise
Samarakoon, D. M. Mahinda; Knight, Keith - In: Econometric reviews 28 (2009) 4, pp. 314-334
Persistent link: https://www.econbiz.de/10003864019
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A note on testing covariance stationarity
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 4, pp. 364-371
Persistent link: https://www.econbiz.de/10003864024