Harvey, Andrew; Hurn, Stan; Palumbo, Dario; Thiele, Stephen Modelling circular time series. (English) Zbl 07813986 J. Econom. 239, No. 1, Article ID 105450, 15 p. (2024). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License
Harvey, Andrew; Palumbo, Dario Score-driven models for realized volatility. (English) Zbl 07767739 J. Econom. 237, No. 2, Part C, Article ID 105448, 14 p. (2023). MSC: 62-XX 91-XX × Cite Format Result Cite Review PDF Full Text: DOI OA License