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isPartOf:"Journal of econometrics"
~person:"Boswijk, Herman Peter"
~person:"Corsi, Fulvio"
~subject:"Statistische Verteilung"
~subject:"Theory"
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Boswijk, Herman Peter
Corsi, Fulvio
Bollerslev, Tim
7
Aït-Sahalia, Yacine
6
Todorov, Viktor
6
McAleer, Michael
5
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Hallin, Marc
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Meddahi, Nour
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Yu, Jun
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Journal of econometrics
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Economic notes : economic review of Banca Monte dei Paschi di Siena
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Global COE Hi-Stat discussion paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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ECONIS (ZBW)
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The continuous-time limit of score-driven volatility models
Buccheri, Giuseppe
;
Corsi, Fulvio
;
Flandoli, Franco
; …
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 655-675
Persistent link: https://www.econbiz.de/10012619254
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2
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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3
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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