Simone D. Grose

From MaRDI portal
Person:528101

Available identifiers

zbMath Open grose.simone-dMaRDI QIDQ528101

List of research outcomes





PublicationDate of PublicationType
Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap2017-08-22Paper
Probabilistic forecasts of volatility and its risk premia2017-05-12Paper
Bias Correction of Persistence Measures in Fractionally Integrated Models2015-10-12Paper
Higher-order improvements of the sieve bootstrap for fractionally integrated processes2015-07-27Paper
PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS2007-03-20Paper
https://portal.mardi4nfdi.de/entity/Q48556001995-11-14Paper
The locally unbiased two-sided Durbin-Watson test1991-01-01Paper

Research outcomes over time

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