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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"The review of economics and statistics"
~isPartOf:"Working paper"
~person:"Bollerslev, Tim"
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Estimation theory
Schätzung
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2
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Bollerslev, Tim
Belzil, Christian
9
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7
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7
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6
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6
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The review of economics and statistics
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3
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
2
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
3
Modeling and pricing long-memory in stock market volatility
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
Persistent link: https://www.econbiz.de/10000896214
Saved in:
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