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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Creal, Drew"
~person:"Giraitis, Liudas"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
5
Econometric theory
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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ECONIS (ZBW)
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Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
2
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
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