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Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 171 (2012) 2, pp. 217-236
Persistent link: https://www.econbiz.de/10009691156
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High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 219 (2020) 2, pp. 478-487
Persistent link: https://www.econbiz.de/10012483405
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Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
Panagiotelis, Anastasios; Smith, Michael - In: Journal of econometrics 143 (2008) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10007910770
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Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
Panagiotelis, Anastasios; Smith, Michael - In: Journal of econometrics 143 (2008) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10003722603
Cover Image
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, … - In: Journal of econometrics 171 (2012) 2, pp. 217-237
Persistent link: https://www.econbiz.de/10010034689