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Conference on Realized Volatility <2006, Montréal>
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Journal of econometrics
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Financial statistics and risk management : an overview
Chen, Rong
;
Mykland, Per A.
;
Yao, Qiwei
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 203-204
Persistent link: https://www.econbiz.de/10011705103
Saved in:
2
Financial statistics and risk management
Chen, Rong
(
ed.
);
Mykland, Per A.
(
ed.
);
Yao, Qiwei
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011705221
Saved in:
3
Nonparametric transfer function models
Liu, Jun M.
;
Chen, Rong
;
Yao, Qiwei
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 151-164
Persistent link: https://www.econbiz.de/10008661724
Saved in:
4
Generalized ARMA models with martingale difference errors
Zheng, Tingguo
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 492-506
Persistent link: https://www.econbiz.de/10011504639
Saved in:
5
Convolutional autoregressive models for functional time series
Liu, Xialu
;
Xiao, Han
;
Chen, Rong
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 263-282
Persistent link: https://www.econbiz.de/10011705137
Saved in:
6
Autoregressive models for matrix-valued time series
Chen, Rong
;
Xiao, Han
;
Yang, Dan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 539-560
Persistent link: https://www.econbiz.de/10012619734
Saved in:
7
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Saved in:
8
Introduction of the annals issue : statistical learning for dependent data : a celebration of the 85th birthday of Professor George C. Tiao
Chen, Rong
;
Tsay, Ruey S.
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012439633
Saved in:
9
Threshold factor models for high-dimensional time series
Liu, Xialu
;
Chen, Rong
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 53-70
Persistent link: https://www.econbiz.de/10012439636
Saved in:
10
Annals issue in honor of George Tiao : statistical learning for dependent data
Chen, Rong
(
ed.
);
Tsay, Ruey S.
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439725
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