Long Memory Realised GAS Model
Ekaterina Ugulava , Ekaterina Ugulava
- Econometrics Seminars and Workshop Series
Ekaterina Ugulava , Ekaterina Ugulava
Lina Zhang
Lingwei Kong
Bo Andree
Yacine Ait-Sahalia (Princeton University, United States)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Jean-Paul Renne (University of Lausanne, Switzerland)
Cristina Gualdani (Université Capitole Toulouse 1, France)
Roxana Halbleib (University of Konstanz)
Sebastiano Manzan (Baruch College, United States)
Christoph Rothe (University of Mannheim)
Florian Gunsilius (Massachusetts Institute of Technology, United States)
Patrik Guggenberger (Pennsylvania State University, United States)
Christian Francq (University of Lille, CREST)
Marc (M.H.C.) Nientker
Laura Liu (Indiana University Bloomington, United States)
Christopher Skeels (University of Melbourne)
Quint Wiersma
Janneke van Brummelen
Anna Buijsman