Subject
Applied Mathematics,Economics and Econometrics
Reference63 articles.
1. Nonstationarity-extended local whittle estimation;Abadir;J. Econometrics,2007
2. Eigenvalue ratio test for the number of factors;Ahn;Econometrica,2013
3. Some reflections on analysis of high frequency data;Andersen;J. Bus. Econom. Statist.,2000
4. Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns;Andersen;J. Finance,1997
5. Towards a unified framework for high and low frequency return volatility modeling;Andersen;Stat. Neerl.,1998
Cited by
1 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