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ARMA representation of integrated and realized variances
Meddahi, Nour - In: The econometrics journal 6 (2003) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10001831259
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Identification in Econometrics, Theory and Applications
Bontemps, Christian; Tamer, Elie - In: The econometrics journal 16 (2013) 1, pp. Si
Persistent link: https://www.econbiz.de/10010075502
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Identification in econometrics, theory and applications
Bontemps, Christian; Tamer, Elie T. - In: The econometrics journal 16 (2013) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009722524
Cover Image
ARMA representation of integrated and realized variances
Meddahi, Nour - In: The econometrics journal 6 (2003) 2, pp. 335-356
Persistent link: https://www.econbiz.de/10007458520