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subject:"Theory"
subject:"World"
~isPartOf:"Econometric theory"
~person:"Ghysels, Eric"
~subject:"Volatility"
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Estimation theory
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Ghysels, Eric
Linton, Oliver
8
Lee, Lung-fei
7
Saikkonen, Pentti
7
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5
Jong, Robert M. de
5
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Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
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Cahier / Département de Sciences Économiques, Université de Montréal
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International economic review
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1
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Econometric analysis of financial and economic time series ; part a
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international money and finance
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L' Actualité économique : revue trimest.
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Econometric analysis of volatility component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
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2
Testing for structural change in the presence auf auxiliary models
Ghysels, Eric
;
Guay, Alain
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1168-1202
Persistent link: https://www.econbiz.de/10002424914
Saved in:
3
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Ghysels, Eric
- In:
Econometric theory
12
(
1996
)
3
,
pp. 432-457
Persistent link: https://www.econbiz.de/10001207534
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