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isPartOf:"Journal of econometrics"
~person:"Caporin, Massimiliano"
~person:"Corsi, Fulvio"
~person:"Hill, Jonathan B."
~subject:"Statistische Verteilung"
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Caporin, Massimiliano
Corsi, Fulvio
Hill, Jonathan B.
Bollerslev, Tim
3
Todorov, Viktor
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2
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2
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Journal of econometrics
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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
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
Saved in:
3
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike
;
Hill, Jonathan B.
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 37-61
Persistent link: https://www.econbiz.de/10011326820
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