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ECONIS (ZBW)
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1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Testing for jumps when asset prices are observed with noise : a "swap variance" approach
Jiang, George J.
;
Oomen, Roel C.A.
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 352-370
Persistent link: https://www.econbiz.de/10003774646
Saved in:
3
Indirect inference and calibration of dynamic stochastic general equilibrium models
Dridi, Ramdan
;
Guay, Alain
;
Renault, Eric
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 397-430
Persistent link: https://www.econbiz.de/10003412637
Saved in:
4
MCMC maximum likelihood for latent state models
Jacquier, Eric
;
Johannes, Michael
;
Polson, Nicholas G.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 615-640
Persistent link: https://www.econbiz.de/10003442024
Saved in:
5
Jumps and betas : a new framework for disentangling and estimating systematic risks
Todorov, Viktor
;
Bollerslev, Tim
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 220-235
Persistent link: https://www.econbiz.de/10008663039
Saved in:
6
Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 160-175
Persistent link: https://www.econbiz.de/10009242527
Saved in:
7
Asset-pricing anomalies at the firm level
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10011349540
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8
A semiparametric single index model with heterogeneous impacts on an unobserved variable
Lee, Jiyon
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10011326821
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9
Chi-squared tests for evaluation and comparison of asset pricing models
Gospodinov, Nikolaj
;
Kan, Raymond
;
Robotti, Cesare
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 108-125
Persistent link: https://www.econbiz.de/10009719628
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10
Unexplained factors and their effects on second pass image-squared's
Kleibergen, Frank
;
Zhang, Zhaoguo
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011502495
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