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Testing for strict stationarity via the discrete fourier transform
Fu, Zhonghao; Gao, Shang; Su, Liangjun; Wang, Xia - In: Econometric theory 40 (2024) 3, pp. 511-557
Persistent link: https://www.econbiz.de/10015055106
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Endogeneity in semiparametric threshold regression
Kourtellos, Andros; Stengos, Thanasēs; Sun, Yiguo - In: Econometric theory 38 (2022) 3, pp. 562-595
Persistent link: https://www.econbiz.de/10013269974
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Fast convergence rates in estimating large volatility matrices using high-frequency financial data
Tao, Minjing; Wang, Yazhen; Chen, Xiaohong - In: Econometric theory 29 (2013) 4, pp. 838-856
Persistent link: https://www.econbiz.de/10010210158
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Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard; Lunde, Asger - In: Econometric theory 30 (2014) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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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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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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Estimation of integrated covariances in the simultaneous presence of nonsynchronicity, microstructure noise and jumps
Koike, Yuta - In: Econometric theory 32 (2016) 3, pp. 533-611
Persistent link: https://www.econbiz.de/10011606815
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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