| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5097099 | Journal of Econometrics | 2008 | 4 Pages |
Abstract
This paper gives an overview about the sixteen papers included in this special issue. The papers in this special issue cover a wide range of topics. Such topics include discussing a class of tests for correlation, estimation of realized volatility, modeling time series and continuous-time models with long-range dependence, estimation and specification testing of time series models, estimation in a factor model with high-dimensional problems, finite-sample examination of quasi-maximum likelihood estimation in an autoregressive conditional duration model, and estimation in a dynamic additive quantile model.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jiti Gao, Michael McAleer, David E. Allen,