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Do we need high frequency data to forecast variances?
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Candelon, …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 135-174
Persistent link: https://www.econbiz.de/10011592741
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2
Identification of mixed causal-noncausal models in finite samples
Hecq, Alain W. J.
;
Lieb, Lenard
;
Telg, Sean
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 307-331
Persistent link: https://www.econbiz.de/10011592754
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