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isPartOf:"Journal of econometrics"
~person:"Bégin, Jean-François"
~person:"Christensen, Kimberly"
~person:"Dalderop, Jeroen"
~subject:"Noise Trading"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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Statistische Verteilung
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Bégin, Jean-François
Christensen, Kimberly
Dalderop, Jeroen
Bollerslev, Tim
5
Li, Yingying
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Meddahi, Nour
4
Todorov, Viktor
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A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
2
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Saved in:
3
Inference from high-frequency data : a subsampling approach
Christensen, Kimberly
;
Podolskij, Mark
;
Thamrongrat, Nopporn
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 245-272
Persistent link: https://www.econbiz.de/10011818358
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