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CONDITIONS FOR THE PROPAGATION...
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CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
Deo, Rohit
;
Hurvich, Clifford M.
;
Soulier, Philippe
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 764-792
Persistent link: https://www.econbiz.de/10008257713
Saved in:
2
Estimating Long Memory in Volatility
Hurvich, Clifford M.
;
Moulines, Eric
;
Soulier, Philippe
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
4
,
pp. 1283-1328
Persistent link: https://www.econbiz.de/10006752161
Saved in:
3
Asymptotics for duration-driven long range dependent processes
Hsieh, Meng-Chen
;
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 913-949
Persistent link: https://www.econbiz.de/10007859766
Saved in:
4
TESTING FOR LONG MEMORY IN VOLATILITY
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10006972306
Saved in:
5
Multiple-Predictor Regressions: Hypothesis Testing
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
The review of financial studies
22
(
2013
)
1
,
pp. 413-412
Persistent link: https://www.econbiz.de/10010113653
Saved in:
6
Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment
Deo, Rohit
;
Hurvich, Clifford
;
Lu, Yi
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10006747799
Saved in:
7
Theory and Methods - Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend
Hurvich, Clifford
;
Lang, Gabriel
;
Soulier, Philippe
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 853-871
Persistent link: https://www.econbiz.de/10006606303
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8
Corrigendum to "Estimating Long Memory in Volatility"
Hurvich, Cliffordm
;
Moulines, Eric
;
Soulier, Philippe
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 661-662
Persistent link: https://www.econbiz.de/10007993728
Saved in:
9
China's pathway to low-carbon development
Wang, Yi
- In:
Journal of knowledge-based innovation in China
2
(
2010
)
3
,
pp. 242-252
Persistent link: https://www.econbiz.de/10009890415
Saved in:
10
Theory and Methods - Semiparametric Estimation of Multivariate Fractional Cointegration
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 629-642
Persistent link: https://www.econbiz.de/10006612041
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