Titlebook: Studies in Theoretical and Applied Statistics; SIS 2016, Salerno, I Cira Perna,Monica Pratesi,Anne Ruiz-Gazen Conference proceedings 2018 S

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Extended Realized GARCH Modelss the original specification of Hansen et al. (J Appl Econom 27:877–906, 2012, [.]). along three different directions. First, it features a time varying volatility persistence. Namely, the shock response coefficient in the volatility equation adjusts to the time varying accuracy of the associated re

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antecedence

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Robustness in Survey Sampling Using the Conditional Bias Approach with R Implementation in . of the proposed methodology is presented with some functions that estimate the conditional bias, calculate the proposed robust estimators and compute the weights associated to the winsorized estimator for particular designs. One function for computing consistently domain?totals is also proposed.

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