Narrow search
Showing 1 - 10 of 15
Cover Image
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H. - 2000
Persistent link: https://www.econbiz.de/10001531381
Cover Image
A new estimator of the fractionally integrated stochastic volatility model
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 295-303
Persistent link: https://www.econbiz.de/10001398938
Cover Image
Testing for a unit root in the volatility of asset returns
Wright, Jonathan H. - In: Journal of applied econometrics 14 (1999) 3, pp. 309-319
Persistent link: https://www.econbiz.de/10001405551
Cover Image
Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns
Wright, Jonathan H. - In: Econometric reviews 21 (2002) 4, pp. 397-417
Persistent link: https://www.econbiz.de/10001718218
Cover Image
Semiparametric estimation of long-memory volatility dependencies : the role of high-frequency data
Bollerslev, Tim; Wright, Jonathan H. - In: Journal of econometrics 98 (2000) 1, pp. 81-106
Persistent link: https://www.econbiz.de/10001497682
Cover Image
High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
Cover Image
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Cover Image
Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
Cover Image
Jumps in bond yields at known times
Kim, Don H.; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10011286165
Cover Image
Bond risk premia and realized jump volatility
Wright, Jonathan H.; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003827125