Some econometric recipes for high-frequency data cooking

Authors
Citation
E. Ghysels, Some econometric recipes for high-frequency data cooking, J BUS ECON, 18(2), 2000, pp. 154-163
Citations number
63
Categorie Soggetti
Economics
Journal title
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
ISSN journal
07350015 → ACNP
Volume
18
Issue
2
Year of publication
2000
Pages
154 - 163
Database
ISI
SICI code
0735-0015(200004)18:2<154:SERFHD>2.0.ZU;2-W