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isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
type_genre:"Graue Literatur"
~isPartOf:"CREATES research paper"
~isPartOf:"Working paper series"
~person:"Santucci de Magistris, Paolo"
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Santucci de Magistris, Paolo
Kohn, Robert
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
CREATES research paper
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Indirect inference with time series observed with error
Rossi, Eduardo
;
Santucci de Magistris, Paolo
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2014
Persistent link: https://www.econbiz.de/10010464716
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2
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
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2011
Persistent link: https://www.econbiz.de/10008986693
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3
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
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2011
Persistent link: https://www.econbiz.de/10009006828
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4
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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