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Journal of Applied Econometrics
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Realized networks
Brownlees, Christian
;
Nualart, Eulàlia
;
Sun, Yucheng
- In:
Journal of Applied Econometrics
33
(
2018
)
7
,
pp. 986-1006
Persistent link: https://www.econbiz.de/10012082790
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NETS : Network estimation for time series
Barigozzi, Matteo
;
Brownlees, Christian
- In:
Journal of Applied Econometrics
34
(
2019
)
3
,
pp. 347-364
Persistent link: https://www.econbiz.de/10012082824
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3
SEMIPARAMETRIC VECTOR MEM
Cipollini, Fabrizio
;
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of Applied Econometrics
28
(
2013
)
7
,
pp. 1067-1086
Persistent link: https://www.econbiz.de/10010723483
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