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~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Hautsch, Nikolaus"
~subject:"Estimation"
~type_genre:"Article in journal"
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Hautsch, Nikolaus
Pesaran, M. Hashem
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Marcellino, Massimiliano
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Journal of applied econometrics
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ECONIS (ZBW)
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Local adaptive multiplicative error models for high-frequency forecasts
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 529-550
Persistent link: https://www.econbiz.de/10011332871
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A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
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