Narrow search
Showing 1 - 7 of 7
Cover Image
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing; McAleer, Michael; Tong, Howell - In: Journal of econometrics 189 (2015) 2, pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Cover Image
Frontiers in time series and financial econometrics
Ling, Shiqing (ed.); McAleer, Michael (ed.);  … - 2015
Persistent link: https://www.econbiz.de/10011503765
Cover Image
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of econometrics 223 (2021) 1, pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Cover Image
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K. (ed.); Scaillet, Olivier (ed.);  … - 2020
Persistent link: https://www.econbiz.de/10012482822
Cover Image
Inference and testing on the boundary in extended constant conditional correlation GARCH models
Pedersen, Rasmus Søndergaard - In: Journal of econometrics 196 (2017) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011743481
Cover Image
Time-Varying parameters in econometrics : the editor's foreword
Blasques, Francisco; Harvey, Andrew C.; Koopman, Siem Jan; … - In: Journal of econometrics 237 (2023) 2,2, pp. 1-3
Persistent link: https://www.econbiz.de/10014471515
Cover Image
Beta observation-driven models with exogenous regressors : a joint analysis of realized correlation and leverage effects
Gorgi, Paolo; Koopman, Siem Jan - In: Journal of econometrics 237 (2023) 2,2, pp. 1-21
Persistent link: https://www.econbiz.de/10014471518