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A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
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Nonparametric tests for unit roots and cointegration
Breitung, Jörg - In: Journal of econometrics 108 (2002) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
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A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178
Persistent link: https://www.econbiz.de/10006774038
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-224
Persistent link: https://www.econbiz.de/10009825302
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The dynamic invariant multinomial probit model: Identification, pretesting and estimation
Liesenfeld, Roman; Richard, Jean-François - In: Journal of econometrics 155 (2010) 2, pp. 117-128
Persistent link: https://www.econbiz.de/10008391951
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The dynamic invariant multinomial probit model : identification, pretesting and estimation
Liesenfeld, Roman; Richard, Jean-François - In: Journal of econometrics 155 (2010) 2, pp. 117-127
Persistent link: https://www.econbiz.de/10003966966
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Efficient estimation of probit models with correlated errors
Liesenfeld, Roman; Richard, Jean-François - In: Journal of econometrics 156 (2010) 2, pp. 367-376
Persistent link: https://www.econbiz.de/10008648807
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The conditional autoregressive Wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of econometrics 167 (2012) 1, pp. 211-223
Persistent link: https://www.econbiz.de/10009551424
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Rank tests for unit roots
Breitung, Jörg; Gourieroux, Christian - In: Journal of econometrics 81 (1997) 1, pp. 7-28
Persistent link: https://www.econbiz.de/10006791211
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Rank tests for unit roots
Breitung, Jörg - In: Journal of econometrics 81 (1997) 1, pp. 7-27
Persistent link: https://www.econbiz.de/10001336803