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isPartOf:"Journal of macroeconomics"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"The econometrics journal"
~person:"Rossi, Eduardo"
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Zeitreihenanalyse
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Rossi, Eduardo
Johansen, Søren
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Podolskij, Mark
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Santucci de Magistris, Paolo
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Teräsvirta, Timo
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Journal of macroeconomics
CREATES research paper
The econometrics journal
CREATES Research Paper
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Economic modelling
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quaderni del Dipartimento di Economia Politica
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The journal of futures markets
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ECONIS (ZBW)
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
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A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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