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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Dastoor, Naorayex K."
~subject:"Noise Trading"
~subject:"Schätztheorie"
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Volatility
Noise Trading
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Estimation theory
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Dastoor, Naorayex K.
Giles, David E. A.
7
Singh, Radhey S.
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6
Ullah, Aman
6
Nachane, Dilip M.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of quantitative economics : official journal of the Indian Econometric Society
Discussion paper
3
Journal of econometrics
3
Working papers in economics and econometrics
3
Econometric theory
2
The Manchester School of Economic and Social Studies
1
Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
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A note on the Eicker-White heteroskedasticity-consistent covariance matrix estimator
Dastoor, Naorayex K.
- In:
Journal of quantitative economics : official journal of …
(
1994
),
pp. 247-252
Persistent link: https://www.econbiz.de/10001177280
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On the consistency of joint and paired tests for non-nested regression models
Dastoor, Naorayex K.
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001056561
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