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Specification testing in parametric trending models with unknown errors
Gao, Jiti; King, Maxwell L. - In: Essays in honor of Peter C. B. Phillips, (pp. 151-202). 2014
Persistent link: https://www.econbiz.de/10010442867
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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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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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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
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Identification, Estimation, and Specification in a Class of Semilinear Time Series Models
Gao, Jiti - In: The Oxford handbook of applied nonparametric and …. 2014
Persistent link: https://www.econbiz.de/10012881347
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Non-stationary parametric single-index predictive models : simulation and empirical studies
Zhou, Ying; Kew, Hsein; Gao, Jiti - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 349-365). 2023
Persistent link: https://www.econbiz.de/10014313764