Andreea G. Halunga

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Econometric Reviews
2022-03-04Paper
Ratio-based estimators for a change point in persistence
Journal of Econometrics
2017-05-12Paper
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models
Journal of Econometrics
2017-04-26Paper
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
Econometric Theory
2009-06-11Paper


Research outcomes over time


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