Volume 181; Issue 1

Journal of Econometrics

Volume 181; Issue 1
1

Extreme-quantile tracking for financial time series

Chavez-Demoulin, V., Embrechts, P., Sardy, S.
Journal:
Journal of Econometrics
Year:
2014
Language:
english
File:
PDF, 508 KB
english, 2014
4

Exponential stock models driven by tempered stable processes

Küchler, Uwe, Tappe, Stefan
Journal:
Journal of Econometrics
Year:
2014
Language:
english
File:
PDF, 567 KB
english, 2014
6

The asymptotic codifference and covariation of log-fractional stable noise

Levy, Joshua B., Taqqu, Murad S.
Journal:
Journal of Econometrics
Year:
2014
Language:
english
File:
PDF, 429 KB
english, 2014
7

On the robustness of location estimators in models of firm growth under heavy-tailedness

Ibragimov, Rustam
Journal:
Journal of Econometrics
Year:
2014
Language:
english
File:
PDF, 453 KB
english, 2014
8

Editorial Board

Journal:
Journal of Econometrics
Year:
2014
Language:
english
File:
PDF, 100 KB
english, 2014