Structural measurement errors in nonseparable models
- 作者Stefan Hoderlein; Joachim Winter
- 卷第157卷
- 期第2期
- 印刷ISSN0304-4076
- 文件大小475.11KB
- 发表时间2010
- DOI10.1016/j.jeconom.2010.03.044
- 页码432-440
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CommentGhysels, Eric; Sinko, Arthur · Journal of Business & Economic Statistics · 2006
Volatility Forecasting and Microstructure NoiseSinko, Arthur; Ghysels, Eric · SSRN Electronic Journal · 2006
MIDAS Regressions: Further Results and New DirectionsGhysels, Eric; Sinko, Arthur; Valkanov, Rossen · Econometric Reviews · 2007
[Realized Variance and Market Microstructure Noise]: CommentEric Ghysels and Arthur Sinko · Journal of Business & Economic Statistics · 2006
MIDAS Regressions: Further Results and New DirectionsGhysels, Eric; Sinko, Arthur; Valkanov, Rossen I. · SSRN Electronic Journal · 2006