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Journal of applied econometrics
Discussion paper / Department of Economics, University of California San Diego
41
NYU Working Paper
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30
Working paper / National Bureau of Economic Research, Inc.
27
NBER working paper series
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Realising the future : forecasting with high-frequency-based volatility (heavy) models
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 197-231
Persistent link: https://www.econbiz.de/10008667609
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2
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
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3
Multivariate high‐frequency‐based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-934
Persistent link: https://www.econbiz.de/10010022053
Saved in:
4
Semiparametric vector MEM
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1067-1086
Persistent link: https://www.econbiz.de/10010351085
Saved in:
5
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
6
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
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