//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long memory and the relation b...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
25
Language
All
Undetermined
23
French
2
Author
All
Bandi, Federico M.
12
Perron, Benoit
11
Russell, Jeffrey R.
6
Moon, Hyungsik Roger
4
Phillips, Peter C.B.
3
Yang, Chen
3
Moon, H.R.
2
Perron, B.
2
Dufour, Jean-Marie
1
Linton, Oliver
1
Morel, Louis
1
Nguyen, Thong H.
1
Perron, Benoıˆt
1
Phillips, P.C.B.
1
Renò, Roberto
1
Rogermoon, Hyungsik
1
more ...
less ...
Published in...
All
Journal of econometrics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Journal of financial economics
2
L' Actualité économique : revue trimest.
2
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of applied econometrics
1
The econometrics journal
1
The review of economics and statistics
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
103
RePEc
50
EconStor
3
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Détection non paramétrique de sauts dans la volatilité des marchés financiers
Perron, Benoit
- In:
L' Actualité économique : revue trimest.
80
(
2004
)
2/3
,
pp. 229-251
Persistent link: https://www.econbiz.de/10009899150
Saved in:
2
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
Moon, H.R.
;
Perron, B.
;
Phillips, P.C.B.
- In:
Econometric theory
22
(
2006
)
6
,
pp. 1179-1190
Persistent link: https://www.econbiz.de/10007393742
Saved in:
3
Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, H.R.
;
Perron, B.
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 29-34
Persistent link: https://www.econbiz.de/10009979009
Saved in:
4
Separating microstructure noise from volatility
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of financial economics
79
(
2006
)
3
,
pp. 655-692
Persistent link: https://www.econbiz.de/10006498931
Saved in:
5
Short-term interest rate dynamics: a spatial approach
Bandi, Federico M.
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 73-110
Persistent link: https://www.econbiz.de/10006508988
Saved in:
6
Realized volatility forecasting and option pricing
Bandi, Federico M.
;
Russell, Jeffrey R.
;
Yang, Chen
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 34-46
Persistent link: https://www.econbiz.de/10008143206
Saved in:
7
Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10008770547
Saved in:
8
The 2005 Invited Address - Comment - Realized Variance and Market Microstructure Noise
Bandi, Federico M.
;
Russell, Jeffrey R.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 167-172
Persistent link: https://www.econbiz.de/10008222691
Saved in:
9
Long-run risk-return trade-offs
Bandi, Federico M.
;
Perron, Benoıˆt
- In:
Journal of econometrics
143
(
2008
)
2
,
pp. 349-374
Persistent link: https://www.econbiz.de/10007910767
Saved in:
10
A simple approach to the parametric estimation of potentially nonstationary diffusions
Bandi, Federico M.
;
Phillips, Peter C.B.
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 354-395
Persistent link: https://www.econbiz.de/10007604727
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->