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person:"Engle, Robert F."
~isPartOf:"Journal of banking & finance"
~person:"Jiang, George J."
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Multivariate analysis"
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Kapitaleinkommen
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Engle, Robert F.
Jiang, George J.
Andreou, Panayiotis C.
2
Chang, Eric Chieh
2
Christoffersen, Peter F.
2
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2
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Journal of banking & finance
Discussion paper / Department of Economics, University of California San Diego
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Journal of financial and quantitative analysis : JFQA
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Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Private information flow and price discovery in the US treasury market
Jiang, George J.
;
Lo, Ingrid
- In:
Journal of banking & finance
47
(
2014
),
pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
Saved in:
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