海量图书期刊资源,随时随地畅享阅读乐趣
Semiparametric Efficiency BoundsWhitney K. Newey · Journal of Applied Econometrics · 1990
Modeling a Multivariate Transaction ProcessNolte, I. · Journal of Financial Econometrics · 2007
Heavy tails of OLSMikosch, Thomas; de Vries, Casper G. · Journal of Econometrics · 2013
The method of simulated quantilesDominicy, Yves; Veredas, David · Journal of Econometrics · 2013
Autoregressive Conditional KurtosisBrooks, C. · Journal of Financial Econometrics · 2005
Microfit 5.0McKenzie, C. R.; Takaoka, Sumiko · Journal of Applied Econometrics · 2013
Modelling volatility by variance decompositionAmado, Cristina; Teräsvirta, Timo · Journal of Econometrics · 2013
Bayesian semiparametric multivariate GARCH modelingJensen, Mark J.; Maheu, John M. · Journal of Econometrics · 2013