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Hybrid stochastic local unit roots
Lieberman, Offer; Phillips, Peter C. B. - In: Journal of econometrics 215 (2020) 1, pp. 257-285
Persistent link: https://www.econbiz.de/10012439454
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A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun; Jawadi, Fredj; Li, Yuyi - In: Econometric reviews 39 (2020) 1, pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
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Upper bounds for the L <Subscript>1</Subscript>-risk of the minimum L <Subscript>1</Subscript>-distance regression estimator
Gajek, L.; Kaluszka, M. - In: Annals of the Institute of Statistical Mathematics 44 (1992) 4, pp. 737-744
Persistent link: https://www.econbiz.de/10005616496