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isPartOf:"Journal of econometrics"
~person:"Boswijk, Herman Peter"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Boswijk, Herman Peter
Todorov, Viktor
11
Tauchen, George Eugene
8
McAleer, Michael
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Asai, Manabu
4
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Andersen, Torben
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Journal of econometrics
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Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
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2
Testing for self-excitation in jumps
Boswijk, Herman Peter
;
Laeven, Roger J. A.
;
Yang, Xiye
- In:
Journal of econometrics
203
(
2018
)
2
,
pp. 256-266
Persistent link: https://www.econbiz.de/10011974668
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