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Econometric analysis of realised volatility and its use in estimating Lévy based non-Gaussian OU type stochastic volatility models
Barndorff-Nielsen, Ole E., (2000)
Untersuchung einer Klasse robuster nichtparametrischer Regressionsschätzer und Entwicklung von Varianzschätzverfahren
Werthenbach, Claudia, (1999)
Variance estimation for high-dimensional regression models
Spokojnyj, Vladimir G., (1999)
UNDERSTANDING REGRESSION VERSUS VARIANCE TESTS FOR SOCIAL INTERACTIONS
DURLAUF, STEVEN N., (2008)
Journal of Economic Literature
Durlauf, Steven N., (2021)
[Rezension von: Aghion, Philippe ..., Growth, inequality, and globalization]
Durlauf, Steven N., (2000)