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[Rezension] Campbell, John Y., ..., The econometrics of financial markets : Princeton Univ. Press, 1997
Andersen, Torben
- In:
Econometric theory
14
(
1998
)
5
,
pp. 671-685
Persistent link: https://www.econbiz.de/10001381153
Saved in:
2
BOOK REVIEWS - Simulation-Based Econometric Methods by Christian Gouriéroux and Alain Monfort
Andersen, Torben G.
- In:
Econometric theory
16
(
2000
)
1
,
pp. 131-138
Persistent link: https://www.econbiz.de/10006984539
Saved in:
3
BOOK REVIEW - The Econometrics of Financial Markets
Andersen, Torben G.
;
Campbell, John Y.
;
Lo, Andrew W.
; …
- In:
Econometric theory
14
(
1998
)
5
,
pp. 671-686
Persistent link: https://www.econbiz.de/10006991442
Saved in:
4
A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Econometric theory
30
(
2014
)
1
,
pp. 3-59
Persistent link: https://www.econbiz.de/10010399788
Saved in:
5
Inference for option panels in pure-jump settings
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
35
(
2019
)
5
,
pp. 901-942
Persistent link: https://www.econbiz.de/10012146164
Saved in:
6
Spatial dependence in option observation errors
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
; …
- In:
Econometric theory
37
(
2021
)
2
,
pp. 205-247
Persistent link: https://www.econbiz.de/10012505388
Saved in:
7
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
8
Optimal prediction under asymmetric loss
Christoffersen, Peter F.
- In:
Econometric theory
13
(
1997
)
6
,
pp. 808-817
Persistent link: https://www.econbiz.de/10001236164
Saved in:
9
The ET interview: Professor Robert F. Engle
Engle, Robert F.
;
Diebold, Francis X.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1159-1193
Persistent link: https://www.econbiz.de/10001819043
Saved in:
10
THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE
Diebold, Francis X.
- In:
Econometric theory
19
(
2003
)
6
,
pp. 1159-1194
Persistent link: https://www.econbiz.de/10006966497
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