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Likelihood analysis of seasonal cointegration
Johansen, Søren; Schaumburg, Ernst - In: Journal of econometrics 88 (1999) 2, pp. 301-340
Persistent link: https://www.econbiz.de/10006786617
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Likelihood analysis of seasonal cointegration
Johansen, Søren - In: Journal of econometrics 88 (1999) 2, pp. 301-339
Persistent link: https://www.econbiz.de/10001252782
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben G.; Dobrev, Dobrislav; Schaumburg, Ernst - In: Journal of econometrics 169 (2012) 1, pp. 75-94
Persistent link: https://www.econbiz.de/10009979014
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Jump-robust volatility estimation using nearest neighbor truncation
Andersen, Torben; Dobrev, Dobrislav; Schaumburg, Ernst - In: Journal of econometrics 169 (2012) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10009666722