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~isPartOf:"Journal of financial econometrics"
~subject:"Schätzung"
~type:"article"
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Journal of financial econometrics
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DIW weekly report : economy, politics, science : a policy bulletin from the German Institute for Economic Research
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Dynamic nonparametric clustering of multivariate panel data
João, Igor Custodio
;
Schaumburg, Julia
;
Lucas, André
; …
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 335-374
Persistent link: https://www.econbiz.de/10014526325
Saved in:
2
Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus
;
Okhrin, Ostap
;
Ristig, Alexander
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
Saved in:
3
Intraday trades profile estimation : an intensity approach
Sancetta, Alessio
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 651-677
Persistent link: https://www.econbiz.de/10014314773
Saved in:
4
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
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