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Asymptotic theory for spectral density estimates of general multivariate time series
Wu, Wei Biao; Zaffaroni, Paolo - In: Econometric theory 34 (2018) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011950919
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Spline estimation of a semiparametric GARCH model
Liu, Rong; Yang, Lijian - In: Econometric theory 32 (2016) 4, pp. 1023-1054
Persistent link: https://www.econbiz.de/10011644228
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The live method for generalized additive volatility models
Kim, Woocheol; Linton, Oliver - In: Econometric theory 20 (2004) 6, pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
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Let's get lade : robust estimation of semiparametric multiplicative volatility models
Koo, Bonsoo; Linton, Oliver - In: Econometric theory 31 (2015) 4, pp. 671-702
Persistent link: https://www.econbiz.de/10011341932
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Signal extraction in long memory stochastic volatility
Arteche, Josu - In: Econometric theory 31 (2015) 6, pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
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Econometric analysis of volatility component models
Wang, Fangfang; Ghysels, Eric - In: Econometric theory 31 (2015) 2, pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
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Detecting for smooth structural changes in GARCH models
Chen, Bin; Hong, Yongmiao - In: Econometric theory 32 (2016) 3, pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
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Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia; Liu, Yunxiao - In: Econometric theory 37 (2021) 4, pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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Generalized additive partial linear models with high dimensional covariates
Lian, Heng; Liang, Hua - In: Econometric theory 29 (2013) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10010343732
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On the functional estimation of multivariate diffusion processes
Bandi, Federico M.; Moloche, Guillermo - In: Econometric theory 34 (2018) 4, pp. 896-946
Persistent link: https://www.econbiz.de/10011951437