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~isPartOf:"Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze"
~isPartOf:"CREATES research paper"
~subject:"Heteroscedasticity"
~subject:"Volatility"
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Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze
CREATES research paper
Journal of econometrics
73
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37
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
2
Testing for heteroscedasticity in jumpy and noisy high-frequency data : a resampling approach
Christensen, Kim
;
Hounyo, Ulrich
;
Podolskij, Mark
-
2016
Persistent link: https://www.econbiz.de/10011541690
Saved in:
3
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
4
Treatment effects with many covariates and heteroskedasticity
Cattaneo, Matias D.
;
Jansson, Michael
;
Newey, Whitney K.
-
2015
Persistent link: https://www.econbiz.de/10011327732
Saved in:
5
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
6
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10008651682
Saved in:
7
Option valuation with conditional heteroskedasticity and non-normality
Christoffersen, Peter F.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003865667
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8
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
9
Srovnání volatility akciových indexu° PX a FTSE 100
Borovička, Adam
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
19
(
2011
)
2
,
pp. 66-88
Persistent link: https://www.econbiz.de/10009375532
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