The following pages link to Walter Distaso (Q289221):
Displayed 13 items.
- Nonstationarity-extended local Whittle estimation (Q289222) (← links)
- Testing for unit root processes in random coefficient autoregressive models (Q290982) (← links)
- Two estimators of the long-run variance: beyond short memory (Q302164) (← links)
- Predictive density estimators for daily volatility based on the use of realized measures (Q302179) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- International market links and volatility transmission (Q528027) (← links)
- An I(\(d\)) model with trend and cycles (Q737963) (← links)
- Design-free estimation of variance matrices (Q2451793) (← links)
- Predictive Inference for Integrated Volatility (Q3225812) (← links)
- Balancing Cryptoassets and Gold: A Weighted-Risk-Contribution Index for the Alternative Asset Space (Q3294798) (← links)
- ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES (Q4979940) (← links)
- Testing for Jump Spillovers Without Testing for Jumps (Q5120659) (← links)
- Semi-Parametric Comparison of Stochastic Volatility Models using Realized Measures (Q5488492) (← links)