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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Swedish House of Finance research paper"
~language:"eng"
~language:"pol"
~language:"slv"
~language:"swe"
~person:"Han, Yang"
~person:"Harvey, Andrew C."
~person:"Vellekoop, Michel"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Market information"
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Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
-
2019
Persistent link: https://www.econbiz.de/10012703138
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2
Dynamic Tobit models
Harvey, Andrew C.
;
Liao, Yin
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2019
Persistent link: https://www.econbiz.de/10012692647
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3
How BLUE is the sky? : estimating the air quality data in Beijing during the blue sky day period (2008-2012) by the Bayesian LSTM approach
Han, Yang
;
Li, Victor O. K.
;
Lam, Jacqueline C. K.
; …
-
2019
-
Revised 26 June 2019
Persistent link: https://www.econbiz.de/10012698719
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4
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
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2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
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2019
Persistent link: https://www.econbiz.de/10012703124
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6
What predicts government trustworthiness in cross-border HK-Guangdong nuclear safety emergency governance?
Han, Yang
;
Lam, Jacqueline C. K.
;
Guo, Peiyang
;
Gou, …
-
2019
Persistent link: https://www.econbiz.de/10012793055
Saved in:
7
Trust in government and effective nuclear safety governance in Great Britain
Lam, Jacqueline C. K.
;
Li, Victor O. K.
;
Reiner, David M.
; …
-
2018
Persistent link: https://www.econbiz.de/10012667853
Saved in:
8
Co-integration and control: assessing the impact of events using time series data
Harvey, Andrew C.
;
Thiele, Stephen
-
2017
Persistent link: https://www.econbiz.de/10012423749
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