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Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Annals of econometrics: cointegration and dynamics in economics
Hendry, David F.
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contributor
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- In:
Journal of econometrics
80
(
1997
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2
,
pp. 199-422
Persistent link: https://www.econbiz.de/10001226816
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Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
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-
2010
Persistent link: https://www.econbiz.de/10009244600
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State space and unobserved component models : theory and applications
Harvey, Andrew C.
(
ed.
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Koopman, Siem Jan
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contributor
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-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10009681752
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