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Consistent testing of functional form in time series models
Davidson, James E. H.; Halunga, Andreea G. - In: Essays in nonlinear time series econometrics, (pp. 28-56). 2014
Persistent link: https://www.econbiz.de/10010385315
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, U. - In: Applied quantitative finance, (pp. 279-294). 2017
Persistent link: https://www.econbiz.de/10011794967
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When is a time-series I(O)?
Davidson, James E. H. - In: The methodology and practice of econometrics : a …, (pp. 322-342). 2009
Persistent link: https://www.econbiz.de/10003857850
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Modelling financial high frequency data using point processes
Bauwens, Luc; Hautsch, Nikolaus - In: Handbook of financial time series, (pp. 953-979). 2009
Persistent link: https://www.econbiz.de/10003834275
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Cointegration and error correction
Davidson, James E. H. - In: Handbook of research methods and applications in …, (pp. 165-188). 2013
Persistent link: https://www.econbiz.de/10010206839
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta - In: Applied quantitative finance, (pp. 275-293). 2009
Persistent link: https://www.econbiz.de/10003746412