| 1 |
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New HEAVY Models for Fat-Tailed Realized Covariances and Returns
|
Opschoor, Anne; Janus, Pawel; Lucas, André; Van Dijk, Dick
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American Statistical Association
|
2018
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| 2 |
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Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
|
Fan, Qingliang; Zhong, Wei
|
American Statistical Association
|
2018
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| 3 |
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Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
|
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, Param
|
American Statistical Association
|
2018
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