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