| 51 |
|
Comment
|
Andreou, E.; Ghysels, E.
|
American Statistical Association
|
2014
|
|
|
|
| 52 |
|
A Realized Stochastic Volatility Model With Box–Cox Transformation
|
Zheng, Tingguo; Song, Tao
|
American Statistical Association
|
2014
|
|
|
|
| 53 |
|
Principal Volatility Component Analysis
|
Hu, Y.-P.; Tsay, R.S.
|
American Statistical Association
|
2014
|
|
|
|
| 54 |
|
Comment
|
Vogelsang, T.J.
|
American Statistical Association
|
2014
|
|
|
|
| 55 |
|
Testing the Martingale Hypothesis
|
Phillips, P.C.B.; Jin, S.
|
American Statistical Association
|
2014
|
|
|
|
| 56 |
|
Quasi-Maximum Likelihood Estimation of GARCH Models With Heavy-Tailed Likelihoods
|
Fan, J.; Qi, L.; Xiu, D.
|
American Statistical Association
|
2014
|
|
|
|
| 57 |
|
Tenure Profiles and Efficient Separation in a Stochastic Productivity Model
|
Buhai, I.S.; Teulings, C.N.
|
American Statistical Association
|
2014
|
|
|
|
| 58 |
|
Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
|
Han, H.; Kristensen, D.
|
American Statistical Association
|
2014
|
|
|
|
| 59 |
|
Rejoinder
|
Hu, Y.-P.; Tsay, R.S.
|
American Statistical Association
|
2014
|
|
|
|
| 60 |
|
Adaptive Elastic Net for Generalized Methods of Moments
|
Caner, M.; Zhang, H.H.
|
American Statistical Association
|
2014
|
|
|
|
