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Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
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Theory and Methods - Dynamic Integration of Time- and State-Domain Methods for Volatility Estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 618-631
Persistent link: https://www.econbiz.de/10007741785
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Theory and Methods - Comment - Quantile Autoregression
Fan, Jianqing
;
Fan, Yingying
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
475
,
pp. 991-993
Persistent link: https://www.econbiz.de/10007292906
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