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Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 32-54
Persistent link: https://www.econbiz.de/10002121938
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Probabilistic forecasting of bubbles and flash crashes
Banerjee, Anurag Narayan
;
Chewillon, Guillaume
;
Kratz, Marie
- In:
The econometrics journal
23
(
2020
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10012236246
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3
Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean-Yves
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 32-54
Persistent link: https://www.econbiz.de/10007449964
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