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ECONIS (ZBW)
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1
Bayesian semiparametric modeling of realized covariance matrices
Jin, Xin
;
Maheu, John M.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10011610652
Saved in:
2
Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
Saved in:
3
Infinite Markov pooling of predictive distributions
Jin, Xin
;
Maheu, John M.
;
Yang, Qiao
- In:
Journal of econometrics
228
(
2022
)
2
,
pp. 302-321
Persistent link: https://www.econbiz.de/10013441752
Saved in:
4
What is the chance that the equity premium varies over time? : evidence from regressions on the dividend-price ratio
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 74-93
Persistent link: https://www.econbiz.de/10011349544
Saved in:
5
Variance risk : a bird's eye view
Hollstein, Fabian
;
Wese Simen, Chardin
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 517-535
Persistent link: https://www.econbiz.de/10012439498
Saved in:
6
Knowing factors or factor loadings, or neither? : evaluating estimators of large covariance matrices with noisy and asynchronous data
Dai, Chaoxing
;
Lu, Kun
;
Xiu, Dacheng
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 43-79
Persistent link: https://www.econbiz.de/10012139780
Saved in:
7
A complete asymptotic series for the autocovariance function of a long memory process
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 99-103
Persistent link: https://www.econbiz.de/10003783788
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8
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
9
Information in generalized method of moments estimation and entropy-based moment selection
Hall, Alastair R.
;
Inoue, Atsushi
;
Jana, Kalidas
;
Shin, …
- In:
Journal of econometrics
138
(
2007
)
2
,
pp. 488-512
Persistent link: https://www.econbiz.de/10003464282
Saved in:
10
A low-dimension portmanteau test for non-linearity
Castle, Jennifer
;
Hendry, David F.
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10008839958
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