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 |
|---|---|---|
| Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation Econometric Reviews | 2022-03-04 | Paper |
| Ratio-based estimators for a change point in persistence Journal of Econometrics | 2017-05-12 | Paper |
| A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models Journal of Econometrics | 2017-04-26 | Paper |
| FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS Econometric Theory | 2009-06-11 | Paper |
Research outcomes over time
This page was built for person: Andreea G. Halunga