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subject:"Estimation"
subject:"Public choice"
~accessRights:"restricted"
~isPartOf:"Journal of economic dynamics & control"
~person:"Bachmann, Ruediger"
~person:"Chorro, Christophe"
~person:"Dendramis, Yiannis"
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Bachmann, Ruediger
Chorro, Christophe
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The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
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2
Surprise, surprise - measuring firm-level investment innovations
Bachmann, Ruediger
;
Elstner, Steffen
;
Hristov, Atanas
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 107-148
Persistent link: https://www.econbiz.de/10011915582
Saved in:
3
Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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