Author:
Cassola Nuno,Morana Claudio
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. The distribution of realized exchange rate volatility;Andersen;Journal of the American Statistical Association,2001
2. An, S, Bloomfield, P., 1993. Cox and Reid's modification in regressions models with correlated errors. Unpublished Working Paper, North Carolina State University, North Carolina.
3. A bias-reduced log periodogram regression estimator for the long memory parameter;Andrews;Econometrica,2003
4. Adaptive local polynomial whittle estimation of long range dependence;Andrews;Econometrica,2004
5. Estimating cross-section common stochastic trends in nonstationary panel data;Bai;Journal of Econometrics,2004
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献