Simone D. Grose

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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
Bias correction of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Econometric Theory
2017-08-22Paper
Probabilistic forecasts of volatility and its risk premia
Journal of Econometrics
2017-05-12Paper
Bias Correction of Persistence Measures in Fractionally Integrated Models
Journal of Time Series Analysis
2015-10-12Paper
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Journal of Econometrics
2015-07-27Paper
PRICING AUSTRALIAN S&P200 OPTIONS: A BAYESIAN APPROACH BASED ON GENERALIZED DISTRIBUTIONAL FORMS
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics
2007-03-20Paper
scientific article; zbMATH DE number 815757 (Why is no real title available?)1995-11-14Paper
The locally unbiased two-sided Durbin-Watson test
Economics Letters
1991-01-01Paper


Research outcomes over time


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