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Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan; Shephard, Neil G.; Doornik, Jurgen A. - In: The econometrics journal 2 (1999) 1, pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
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Simulation-based likelihood inference for limited dependent processes
Manrique, Aurora; Shephard, Neil G. - In: The econometrics journal 1 (1998) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10001443690
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Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; … - In: The econometrics journal 12 (2009) 3, pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
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Realized kernels in practice: trades and quotes
Barndorff-Nielsen, O.E.; Hansen, P.Reinhard; Lunde, A.; … - In: The econometrics journal 12 (2009) 3, pp. C1
Persistent link: https://www.econbiz.de/10008336842