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~person:"Phillips, Peter C. B."
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Phillips, Peter C. B.
Caporale, Guglielmo Maria
684
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452
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399
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192
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163
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161
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ECONIS (ZBW)
156
RePEc
5
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1
Information loss in
volatility
measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2957-2999
Persistent link: https://www.econbiz.de/10014329021
Saved in:
2
Tilted nonparametric
estimation
of
volatility
functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
3
Tilted nonparametric
estimation
of
volatility
functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
4
Tilted Nonparametric
Estimation
of
Volatility
Functions with Empirical Applications
Phillips, Peter C. B.
;
Xu, Ke-Li
-
2010
the total
volatility
function in a continuous-time jump diffusion model …
Persistent link: https://www.econbiz.de/10014049786
Saved in:
5
Information loss in
volatility
measurement with flat price trading
Phillips, Peter C. B.
;
Yu, Jun
-
2009
Persistent link: https://www.econbiz.de/10003854432
Saved in:
6
Lag length selection for unit root tests in the presence of nonstationary
volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
-
2011
Persistent link: https://www.econbiz.de/10009389930
Saved in:
7
Information loss in
volatility
measurement with flat price trading
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462519
Saved in:
8
Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex
;
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
6
,
pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
Saved in:
9
Descriptive econometrics for nonstationary time series with empirical illustrations
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001389305
Saved in:
10
Descriptive econometrics for non-stationary time series with empirical illustrations
Phillips, Peter C. B.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 389-413
Persistent link: https://www.econbiz.de/10001592353
Saved in:
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