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~person:"Callot, Laurent A. F."
~person:"Kappe, Eelco"
~subject:"Scientific modelling"
~subject:"Volatilität"
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Callot, Laurent A. F.
Kappe, Eelco
Medeiros, Marcelo C.
60
McAleer, Michael
19
Asai, Manabu
7
Scharth, Marcel
6
Garcia, Márcio Gomes Pinto
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Hillebrand, Eric
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Mendes, Eduardo F.
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Santos, Francisco
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Callot, Laurent
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Fernandes, Marcelo
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Oxley, Les
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Vasconcelos, Gabriel F. R.
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Veiga, Alvaro
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Bollerslev, Tim
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Carvalho, Marcelo R. C.
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Freire, Marco Aurélio
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Kock, Anders B.
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Kock, Anders Bredahl
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Patton, Andrew J.
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Quaedvlieg, Rogier
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Journal of applied econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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A smooth transition finite mixture model for accommodating unobserved heterogeneity
Kappe, Eelco
;
DeSarbo, Wayne
;
Medeiros, Marcelo C.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 580-592
Persistent link: https://www.econbiz.de/10012262497
Saved in:
2
Modeling and forecasting large realized covariance matrices and portfolio choice
Callot, Laurent A. F.
;
Kock, Anders Bredahl
;
Medeiros, …
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 140-158
Persistent link: https://www.econbiz.de/10011688494
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