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Results 41-47 of 47.
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Year of Publication
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2016
Jump variation estimation with noisy high frequency financial data via wavelets
In: volume: 4, 2016, issue: 3, p. 1-26
Zhang, Xin
;
Kim, Donggyu
;
Wang, Yazhen
2016
Unit root tests: The role of the univariate models implied by multivariate time series
In: volume: 4, 2016, issue: 2, p. 1-11
Cappuccio, Nunzio
;
Lubian, Diego
2016
A conditional approach to panel data models with common shocks
In: volume: 4, 2016, issue: 1, p. 1-12
Forchini, Giovanni
;
Peng, Bin
2016
How credible are shrinking wage elasticities of married women labour supply?
In: volume: 4, 2016, issue: 1, p. 1-31
Qin, Duo
;
van Huellen, Sophie
;
Wang, Qing-Chao
2016
Testing symmetry of unknown densities via smoothing with the generalized gamma kernels
In: volume: 4, 2016, issue: 2, p. 1-27
Hirukawa, Masayuki
;
Sakudo, Mari
2016
Parallelization experience with four canonical econometric models using ParMitISEM
In: volume: 4, 2016, issue: 1, p. 1-20
Baştürk, Nalan
;
Grassi, Stefano
;
Hoogerheide, Lennart
;
van Dijk, Herman K.
2016
Stable-GARCH models for financial returns: Fast estimation and tests for stability
In: volume: 4, 2016, issue: 2, p. 1-28
Paolella, Marc S.
Author
3
van Dijk, Herman K.
2
Baştürk, Nalan
2
Casarin, Roberto
2
Chang, I-Lok
2
Greene, William H.
2
Hall, Stephen G.
2
Hoogerheide, Lennart
2
Mehta, Jatinder S.
2
Peng, Bin
2
Ravazzolo, Francesco
.
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47
2016
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17
Issue 1, Volume 4, 2016
11
Issue 2, Volume 4, 2016
7
Issue 3, Volume 4, 2016
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Issue 4, Volume 4, 2016