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Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002168082
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George; Guillén, Osmani Teixeira de … - 2009
Persistent link: https://www.econbiz.de/10003822297
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George; Guillén, Osmani Teixeira de … - 2010
Persistent link: https://www.econbiz.de/10008808886
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Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George; Guillén, Osmani Teixeira de … - 2010
Persistent link: https://www.econbiz.de/10003964296
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On the statistical estimation of diffusion processes : a survey
Cysne, Rubens Penha (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002170320
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703153
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Temporal aggregation and bandwidth selection in estimating long memory
Souza, Leonardo Rocha (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747177
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Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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Convex combinations of long memory estimates from different sampling rates
Souza, Leonardo Rocha (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953832
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A family of autoregressive conditional duration models
Fernandes, Marcelo (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001955244