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~isPartOf:"Econometric reviews"
~person:"Bordignon, Silvano"
~person:"Medeiros, Marcelo C."
~person:"Meyer, Renate"
~source:"econis"
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Bordignon, Silvano
Medeiros, Marcelo C.
Meyer, Renate
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1
Volatility
, jumps, and predictability of returns : a sequential analysis
Raggi, Davide
;
Bordignon, Silvano
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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2
The benefits of bagging for forecast models of realized
volatility
Hillebrand, Eric
;
Medeiros, Marcelo C.
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 571-593
Persistent link: https://www.econbiz.de/10008668163
Saved in:
3
Periodic long-memory GARCH models
Bordignon, Silvano
;
Caporin, Massimiliano
;
Lisi, Francesco
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 60-82
Persistent link: https://www.econbiz.de/10003800657
Saved in:
4
Realized
volatility
: a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
5
Multivariate stochastic
volatility
models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
6
Monte Carlo likelihood estimation for three multivariate stochastic
volatility
models
Jungbacker, Borus
;
Meyer, Renate
;
Koopman, Siem Jan
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
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