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isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"CREATES research paper"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Kristensen, Dennis"
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Search: subject_exact:"Autoregressive conditional heteroscedasticity"
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Kristensen, Dennis
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Review of quantitative finance and accounting
CREATES research paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Econometric theory
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
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2015
Persistent link: https://www.econbiz.de/10011516997
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Asymptotic theory for the QMLE in GARCH-X models with stationary and non-stationary covariates
Han, Heejoon
;
Kristensen, Dennis
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2012
Persistent link: https://www.econbiz.de/10009537600
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