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~isPartOf:"Journal of econometrics"
~person:"Amado, Cristina"
~person:"Pelger, Markus"
~subject:"Estimation"
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Amado, Cristina
Pelger, Markus
Koop, Gary
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Journal of econometrics
Department of Economics discussion paper series / University of Oxford
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Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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2
Estimating latent asset-pricing factors
Lettau, Martin
;
Pelger, Markus
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012482858
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3
Large-dimensional factor modeling based on high-frequency observations
Pelger, Markus
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10012139775
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