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Journal of econometrics
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ECONIS (ZBW)
922
USB Cologne (EcoSocSci)
1
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1
Does anything beat 5-minute RV? : a
comparison
of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
2
Foreign exchange rates : a multiple currency and maturity analysis
Havenner, Arthur
- In:
Journal of econometrics
2
(
1988
),
pp. 251-264
Persistent link: https://www.econbiz.de/10001040086
Saved in:
3
Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
Saved in:
4
Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach
Diebold, Francis X.
;
Li, Canlin
;
Yue, Vivian Z.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 351-363
Persistent link: https://www.econbiz.de/10003782998
Saved in:
5
Trend stationarity in the I(2) cointegration model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
6
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Saved in:
7
Forecasting with equilibrium-correction models during structural breaks
Castle, Jennifer
;
Fawcett, Nicholas W. P.
;
Hendry, David F.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10008826878
Saved in:
8
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
9
Panel estimates of the gender earnings gap : individual-specific intercept and individual-specific slope models
Polachek, Solomon W.
- In:
Journal of econometrics
61
(
1994
),
pp. 23-42
Persistent link: https://www.econbiz.de/10001331774
Saved in:
10
The detection and estimation of long memory in stochastic volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
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