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Positivity conditions for stochastic state space modelling of time series
Heij, Christiaan - In: Econometric reviews 11 (1992) 3, pp. 379-396
Persistent link: https://www.econbiz.de/10001133926
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Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011
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Predicting the daily covariance matrix for S&P 100 stock using intraday data : but which frequency to use?
Pooter, Michiel de; Martens, Martin; Dijk, Dick van - In: Econometric reviews 27 (2008) 1/3, pp. 199-229
Persistent link: https://www.econbiz.de/10003761224
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Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data - But Which Frequency to Use?
de Pooter, Michiel; Martens, Martin; van Dijk, Dick - In: Econometric reviews 27 (2008) 1-3, pp. 199-229
Persistent link: https://www.econbiz.de/10007993915