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Hurvich, Clifford M.
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Soulier, Philippe
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Aue, Alexander
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Deo, Rohit S.
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Econometric Theory
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Statistics Working Papers Series, Vol. , pp. -, 2000
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Stochastic Processes and their Applications
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Energies
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International journal of production research
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Corporate board : role, duties & composition; accountability, responsability, committment
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The China economy yearbook : analysis and forecast of China's economy
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Water Resources Management
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TESTING FOR LONG MEMORY IN VOLATILITY
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Econometric Theory
18
(
2002
)
06
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10005610480
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2
LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS
Aue, Alexander
;
Horváth, Lajos
;
Hurvich, Clifford
; …
- In:
Econometric Theory
30
(
2014
)
03
,
pp. 536-579
Persistent link: https://www.econbiz.de/10011067389
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3
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
Deo, Rohit S.
;
Hurvich, Clifford M.
- In:
Econometric Theory
17
(
2001
)
04
,
pp. 686-710
Persistent link: https://www.econbiz.de/10005610457
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