| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A complete asymptotic series for the autocovariance function of a long memory process
|
Lieberman, Offer
|
|
2008
|
147 |
1 |
p. 99-103
5 p.
|
artikel
|
| 2 |
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
|
McAleer, Michael
|
|
2008
|
147 |
1 |
p. 104-119
16 p.
|
artikel
|
| 3 |
Correlation testing in time series, spatial and cross-sectional data
|
Robinson, P.M.
|
|
2008
|
147 |
1 |
p. 5-16
12 p.
|
artikel
|
| 4 |
Dynamic quantile models
|
Gourieroux, C.
|
|
2008
|
147 |
1 |
p. 198-205
8 p.
|
artikel
|
| 5 |
Econometric estimation in long-range dependent volatility models: Theory and practice
|
Casas, Isabel
|
|
2008
|
147 |
1 |
p. 72-83
12 p.
|
artikel
|
| 6 |
Econometric modelling in finance and risk management: An overview
|
Gao, Jiti
|
|
2008
|
147 |
1 |
p. 1-4
4 p.
|
artikel
|
| 7 |
Editorial Board
|
|
|
2008
|
147 |
1 |
p. IFC-
1 p.
|
artikel
|
| 8 |
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error
|
Kalnina, Ilze
|
|
2008
|
147 |
1 |
p. 47-59
13 p.
|
artikel
|
| 9 |
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
|
Allen, David
|
|
2008
|
147 |
1 |
p. 163-185
23 p.
|
artikel
|
| 10 |
Fiscal policy and asset markets: A semiparametric analysis
|
Jansen, Dennis W.
|
|
2008
|
147 |
1 |
p. 141-150
10 p.
|
artikel
|
| 11 |
High dimensional covariance matrix estimation using a factor model
|
Fan, Jianqing
|
|
2008
|
147 |
1 |
p. 186-197
12 p.
|
artikel
|
| 12 |
Nonlinear models for strongly dependent processes with financial applications
|
Baillie, Richard T.
|
|
2008
|
147 |
1 |
p. 60-71
12 p.
|
artikel
|
| 13 |
Nonparametric estimation of conditional VaR and expected shortfall
|
Cai, Zongwu
|
|
2008
|
147 |
1 |
p. 120-130
11 p.
|
artikel
|
| 14 |
Out of sample forecasts of quadratic variation
|
Aït-Sahalia, Yacine
|
|
2008
|
147 |
1 |
p. 17-33
17 p.
|
artikel
|
| 15 |
Realized volatility forecasting and option pricing
|
Bandi, Federico M.
|
|
2008
|
147 |
1 |
p. 34-46
13 p.
|
artikel
|
| 16 |
Specification testing in discretized diffusion models: Theory and practice
|
Gao, Jiti
|
|
2008
|
147 |
1 |
p. 131-140
10 p.
|
artikel
|
| 17 |
Testing for a change in persistence in the presence of non-stationary volatility
|
Cavaliere, Giuseppe
|
|
2008
|
147 |
1 |
p. 84-98
15 p.
|
artikel
|
| 18 |
Testing for multivariate volatility functions using minimum volume sets and inverse regression
|
Polonik, Wolfgang
|
|
2008
|
147 |
1 |
p. 151-162
12 p.
|
artikel
|
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