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Covariate distribution balance via propensity scores
Sant'Anna, Pedro H. C.; Song, Xiaojun; Xu, Qi - In: Journal of applied econometrics 37 (2022) 6, pp. 1093-1120
Persistent link: https://www.econbiz.de/10013464658
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Modelling and forecasting multivariate realized volatility
Chiriac, Roxana; Voev, Valeri - In: Journal of applied econometrics 26 (2011) 6, pp. 922-948
Persistent link: https://www.econbiz.de/10009290256
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Modelling and forecasting multivariate realized volatility
Halbleib, Roxana; Voev, Valeri - In: Journal of applied econometrics 26 (2011) 6, pp. 922-947
Persistent link: https://www.econbiz.de/10009408883
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri - In: Journal of applied econometrics 29 (2014) 5, pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
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An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
Bien, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-708
Persistent link: https://www.econbiz.de/10009016722
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An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics
Korycka-Bień, Katarzyna; Nolte, Ingmar; Pohlmeier, Winfried - In: Journal of applied econometrics 26 (2011) 4, pp. 669-707
Persistent link: https://www.econbiz.de/10010218082