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~isPartOf:"CREATES research paper"
~person:"Koopman, Siem Jan"
~person:"Mirone, Giorgio"
~subject:"Comparison"
~subject:"Estimation"
~subject:"Vergleich"
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CREATES research paper
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Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
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2018
Persistent link: https://www.econbiz.de/10011864983
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Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
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2009
Persistent link: https://www.econbiz.de/10003875669
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