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subject:"Transaction costs"
type_genre:"Bibliography included"
~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~subject:"Share price"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Working Paper"
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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
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2
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
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2013
Persistent link: https://www.econbiz.de/10009737686
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3
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
4
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
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5
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
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