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subject:"Share price"
subject:"Stock index"
~isPartOf:"Cambridge working papers in economics"
~source:"econis"
~subject:"Prognoseverfahren"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
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2
Testing and modelling time series with time varying tails
Palumbo, Dario
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2021
Persistent link: https://www.econbiz.de/10013254110
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3
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
Saved in:
4
The cost of uncoupling GB interconnectors
Guo, Bowei
;
Newbery, David M. G.
-
2021
Persistent link: https://www.econbiz.de/10013257295
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
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7
Can alternative data improve the accuracy of dynamic factor model nowcasts? : evidence from the euro area
Cristea, Radu Gabriel
-
2020
Persistent link: https://www.econbiz.de/10013206467
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8
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
9
Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail
;
Linton, Oliver
;
Schneeberger, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011455993
Saved in:
10
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
-
2013
Persistent link: https://www.econbiz.de/10009737686
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