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Econometric analysis of jump-driven stochastic volatility models
Todorov, Viktor - In: Journal of econometrics 160 (2011) 1, pp. 12-21
Persistent link: https://www.econbiz.de/10009242565
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Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus; Winkelmann, Lars - In: Journal of econometrics 184 (2015) 2, pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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Dynamic econometric modeling and forecasting
Timmermann, Allan (contributor);  … - 2013
Persistent link: https://www.econbiz.de/10010255249
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Statistical outlier analysis in litigation support : the case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al.
Basmann, Robert L. - In: Journal of econometrics 113 (2003) 1, pp. 159-200
Persistent link: https://www.econbiz.de/10001739292
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Studies in econometrics in honor of Carl F. Christ
Klein, Lawrence Robert (contributor) - In: Journal of econometrics 83 (1998) 1
Persistent link: https://www.econbiz.de/10001230949
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The econometrics of unobservables : applications of measurement error models in empirical industrial organization and labor economics
Hu, Yingyao - In: Journal of econometrics 200 (2017) 2, pp. 154-168
Persistent link: https://www.econbiz.de/10011917160
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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