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~person:"Nijman, Theodore E."
~person:"Wolff, Christiaan Cornelis Petrus"
~subject:"Zeitreihenanalyse"
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Nijman, Theodore E.
Wolff, Christiaan Cornelis Petrus
Drost, Feike C.
4
Palm, Franz C.
4
Verbeek, Marno
3
Sentana, Enrique
2
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5
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3
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ECONIS (ZBW)
13
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1
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
2
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
Saved in:
3
Premia in forward foreign exchange as unobserved components : a note
Nijman, Theodore E.
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
3
,
pp. 361-365
Persistent link: https://www.econbiz.de/10001146824
Saved in:
4
Temporal aggregation of GARCH processes
Drost, Feike C.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
Saved in:
5
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
6
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
;
Sentana, Enrique
-
1993
Persistent link: https://www.econbiz.de/10000854586
Saved in:
7
Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theodore E.
;
Palm, Franz C.
-
1990
Persistent link: https://www.econbiz.de/10000811132
Saved in:
8
Predictive accuracy gain from disaggregate sampling in ARIMA models
Nijman, Theodore E.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 405-415
Persistent link: https://www.econbiz.de/10001096544
Saved in:
9
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
10
Incomplete panels and selection bias : a survey
Verbeek, Marno
;
Nijman, Theodore E.
-
1992
Persistent link: https://www.econbiz.de/10000834351
Saved in:
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