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Two-step estimation of the volatility functions in diffusion models with empirical applications
Ye, Xu-Guo; Lin, Jin-Guan; Zhao, Yan-Yong; Hao, Hong-Xia - In: Journal of empirical finance 33 (2015), pp. 135-159
Persistent link: https://www.econbiz.de/10011556861
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Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha; Linton, Oliver - In: Journal of empirical finance 74 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
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Testing for spurious causality in exchange rates
Renault, Eric - In: Journal of empirical finance 5 (1998) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
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Unit roots and the estimation of interest rate dynamics
Ball, Clifford A. - In: Journal of empirical finance 3 (1996) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10001208672
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A statistical correlation dimension
Mayer-Foulkes, David - In: Journal of empirical finance 2 (1995) 3, pp. 277-293
Persistent link: https://www.econbiz.de/10001203341
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The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti - In: Journal of empirical finance 2 (1995) 3, pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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Why long horizons? : A study of power against persistent alternatives
Campbell, John Y. - In: Journal of empirical finance 8 (2001) 5, pp. 459-491
Persistent link: https://www.econbiz.de/10001655350