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~isPartOf:"Journal of applied econometrics"
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Journal of applied econometrics
NBER working paper series
33,896
NBER technical working paper series
345
NBER historical working paper series
137
A National Bureau of Economic Research conference report
105
Working paper / National Bureau of Economic Research, Inc.
80
NBER Working Paper
71
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64
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63
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Journal of econometrics
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NYU Stern School of Business
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Restoring financial stability : how to repair a failed system
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Technical working paper / National Bureau of Economic Research
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Conference series / Universities-National Bureau, National Bureau for Economic Research
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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MULTIVARIATE VOLATILITY MODELING OF ELECTRICITY FUTURES
bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010158170
Saved in:
2
Multivariate volatility modeling of electricity futures
Bauwens, Luc
;
Hafner, Christian M.
;
Pierret, Diane
- In:
Journal of applied econometrics
28
(
2013
)
5
,
pp. 743-761
Persistent link: https://www.econbiz.de/10010351104
Saved in:
3
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
4
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
Saved in:
5
New frontiers for arch models
Engle, Robert
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10006970949
Saved in:
6
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/10010351085
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