European University Institute Library
Foster, Dean P
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Foster, Dean P
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Foster, Dean P
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5
Asymptotic filtering theory for univariate arch models
The risk inflation criterion for multiple regression
Estimating conditional variances with misspecified ARCH models, asymptotic theory
Filtering and forecasting with misspecified arch models II, making the right forecast with the wrong model
Filtering and forecasting with misspecified ARCH models II, making the right forecast with the wrong model
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5
Continuous record asymptotics for rolling sample variance estimators
Learning with hazy beliefs
Estimation up to a change-point
Rolling regressions
An ancillary paradox for a unvaiiate normal scale mixture
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