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person:"Koopman, Siem Jan"
subject:"Time series analysis"
~isPartOf:"Journal of financial econometrics"
~person:"Nolte, Ingmar"
~subject:"EU-Staaten"
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Time series analysis
EU-Staaten
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Estimation
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Koopman, Siem Jan
Nolte, Ingmar
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Bu, Ruijun
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Journal of financial econometrics
Discussion paper / Tinbergen Institute
24
International journal of forecasting
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Journal of econometrics
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Oxford bulletin of economics and statistics
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CPB discussion paper
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CoFE discussion papers
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Economics letters
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High frequency financial econometrics : recent developments ; with 64 tables
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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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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NBP working paper
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Nonlinear time series analysis of business cycles
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Tinbergen Institute Discussion Paper 09-110/4
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Tinbergen Institute Discussion Paper 16-029/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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2
Realized Wishart-GARCH : a score-driven multi-asset volatility model
Gorgi, P.
;
Hansen, Peter Reinhard
;
Janus, Paweł
; …
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012054424
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