Patrick W. Saart
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Person:312956
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Functional time series approach to analyzing asset returns co-movements Journal of Econometrics | 2022-06-09 | Paper |
| Semiparametric autoregressive conditional duration model: theory and practice Econometric Reviews | 2022-06-03 | Paper |
| On endogeneity and shape invariance in extended partially linear single index models Econometric Reviews | 2022-03-04 | Paper |
| Asymmetric conditional correlations in stock returns The Annals of Applied Statistics | 2016-09-09 | Paper |
| A misspecification test for multiplicative error models of non-negative time series processes Journal of Econometrics | 2015-10-30 | Paper |
| Semiparametric methods in nonlinear time series analysis: a selective review Journal of Nonparametric Statistics | 2014-06-06 | Paper |
Research outcomes over time
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