, modeling a potentially large set of country yield curves in a framework that allows for both global and country …

Volatility has been one of the most active and successful areas of research in time series econometrics and economic … procedures for univariate volatility modeling and forecasting based on the GARCH, stochastic volatility and realized volatility …

We argue for incorporating the financial economics of market microstructure into the financial econometrics of asset …-Frequency Data ; Financial econometrics …