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isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~person:"Ghysels, Eric"
~subject:"United States"
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Schätzung
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Ghysels, Eric
Li, Qi
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
CREATES research paper
Discussion paper / Centre for Economic Policy Research
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Journal of econometrics
1
Journal of international money and finance
1
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ECONIS (ZBW)
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1
Rolling-sample volatility estimators : some new theoretical, simulation, and empirical results
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 363-376
Persistent link: https://www.econbiz.de/10001695282
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2
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
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