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Title: Bootstrapping pre-averaged realized volatility under market microstructure noise
Title: Bias Reduction under Dependence, in a Nonlinear and Dynamic Panel Setting: the Case of GARCH Panels
Title: Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM
Title: Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
Title: A Nonparametric Test for Stationarity in Continuous-Time Markov Processes
Title: Forecasting economic growth based on collapsed dynamic factor models
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