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~isPartOf:"Journal of econometrics"
~person:"Andersen, Torben"
~person:"Harvey, Andrew C."
~subject:"Statistische Verteilung"
~subject:"Zeitreihenanalyse"
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Statistische Verteilung
Zeitreihenanalyse
Theorie
8
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8
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6
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6
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4
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4
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Andersen, Torben
Harvey, Andrew C.
Phillips, Peter C. B.
15
Swanson, Norman R.
9
Koop, Gary
8
Yu, Jun
7
Corradi, Valentina
6
Mariano, Roberto S.
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6
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4
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4
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4
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
Cambridge working papers in economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Working paper / National Bureau of Economic Research, Inc.
4
An Elgar reference collection
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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Journal of applied econometrics
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Suntory and Toyota International Centres for Economics and Related Disciplines
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The international library of critical writings in econometrics
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ECONIS (ZBW)
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1
Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben
- In:
Journal of econometrics
77
(
1997
)
2
,
pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
Saved in:
2
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
3
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
4
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
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