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Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina; Distaso, Walter; Swanson, Norman R. - In: Journal of econometrics 150 (2009) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10008253332
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International market links and volatility transmission
Corradi, Valentina; Distaso, Walter; Fernandes, Marcelo - In: Journal of econometrics 170 (2012) 1, pp. 117-142
Persistent link: https://www.econbiz.de/10009996207
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Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina; Distaso, Walter; Swanson, Norman R. - In: Journal of econometrics 150 (2009) 2, pp. 119-139
Persistent link: https://www.econbiz.de/10008890764
Cover Image
International market links and volatility transmission
Corradi, Valentina; Distaso, Walter; Fernandes, Marcelo - In: Journal of econometrics 170 (2012) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10009673128
Cover Image
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina; Distaso, Walter; Swanson, Norman R. - In: Journal of econometrics 150 (2009) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
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Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter - In: Journal of econometrics 142 (2008) 1, pp. 581-609
Persistent link: https://www.econbiz.de/10003608216
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Reconsidering the continuous time limit of the GARCH(1,1) process
Corradi, Valentina - In: Journal of econometrics 96 (2000) 1, pp. 145-153
Persistent link: https://www.econbiz.de/10001466750
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Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim M.; Distaso, Walter - In: Journal of econometrics 140 (2007) 2, pp. 695-718
Persistent link: https://www.econbiz.de/10007761417
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Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter - In: Journal of econometrics 142 (2008) 1, pp. 581
Persistent link: https://www.econbiz.de/10007894496
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Nonstationarity-extended local Whittle estimation
Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas - In: Journal of econometrics 141 (2007) 2, pp. 1353-1384
Persistent link: https://www.econbiz.de/10007859750