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~isPartOf:"Journal of econometrics"
~person:"Amado, Cristina"
~person:"Zhang, Zhengjun"
~subject:"Estimation"
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Amado, Cristina
Zhang, Zhengjun
Koop, Gary
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Journal of econometrics
Department of Economics discussion paper series / University of Oxford
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Stochastic tail index model for high frequency financial data with Bayesian analysis
Mao, Guangyu
;
Zhang, Zhengjun
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 470-487
Persistent link: https://www.econbiz.de/10012110325
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Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
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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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