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Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine; Mancini, Loriano - In: Journal of econometrics 147 (2008) 1, pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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A new perspective on "the new rule" of the current account
Tille, Cédric; Van Wincoop, Eric - In: Journal of international economics 80 (2010) 1, pp. 89-99
Persistent link: https://www.econbiz.de/10003941041
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Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 160 (2011) 1, pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
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On the unstable relationship between exchange rates and macroeconomic fundamentals
Bacchetta, Philippe; Van Wincoop, Eric - In: Journal of international economics 91 (2013) 1, pp. 18-26
Persistent link: https://www.econbiz.de/10009793132
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International capital flows under dispersed private information
Tille, Cédric; Van Wincoop, Eric - In: Journal of international economics 93 (2014) 1, pp. 31-49
Persistent link: https://www.econbiz.de/10010491966
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A theory of the currency denomination of international trade
Bacchetta, Philippe; Van Wincoop, Eric - In: Journal of international economics 67 (2005) 2, pp. 295-319
Persistent link: https://www.econbiz.de/10003210407
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Intranational & international economics : special issue
Rose, Andrew (contributor); Bacchetta, Philippe (contributor) - 2001
Persistent link: https://www.econbiz.de/10001608161
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A nonparametric test for poolability using panel data
Baltagi, Badi H. - In: Journal of econometrics 75 (1996) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10001204705
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Goodness-of-fit tests for kernel regression with an application to option implied volatilities
Aït-Sahalia, Yacine; Bickel, Peter J.; Stoker, Thomas … - In: Journal of econometrics 105 (2001) 2, pp. 363-412
Persistent link: https://www.econbiz.de/10001633671