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isPartOf:"The review of economics and statistics"
subject:"United States"
~isPartOf:"Journal of applied econometrics"
~person:"Paap, Richard"
~subject:"Volatilität"
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Paap, Richard
Bollerslev, Tim
5
Diebold, Francis X.
5
Franses, Philip Hans
5
Pesaran, M. Hashem
4
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The review of economics and statistics
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ECONIS (ZBW)
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Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
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2
Censored latent effects autoregression, with an application to US unemployment
Franses, Philip Hans
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
4
,
pp. 347-366
Persistent link: https://www.econbiz.de/10001690455
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