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~isPartOf:"Economic modelling"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of banking & finance"
~person:"Baltagi, Badi H."
~person:"Burda, Martin"
~person:"Escanciano, Juan Carlos"
~person:"Gjika, Dritan"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Bid-ask spread"
~subject:"Correlation"
~subject:"Economic information"
~type_genre:"Article in journal"
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Baltagi, Badi H.
Burda, Martin
Escanciano, Juan Carlos
Gjika, Dritan
Hautsch, Nikolaus
Aslanidis, Nektarios
2
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2
Pesaran, M. Hashem
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Journal of applied econometrics
Journal of banking & finance
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Panel probit with flexible correlated effects : quantifying technology spillovers in the presence of latent heterogeneity
Burda, Martin
;
Harding, Matthew C.
- In:
Journal of applied econometrics
28
(
2013
)
6
,
pp. 956-981
Persistent link: https://www.econbiz.de/10010351089
Saved in:
2
Stock market comovements in Central Europe : evidence from the asymmetric DCC model
Gjika, Dritan
;
Horváth, Roman
- In:
Economic modelling
33
(
2013
),
pp. 55-64
Persistent link: https://www.econbiz.de/10010192060
Saved in:
3
A blocking and regularization approach to high-dimensional realized covariance estimation
Hautsch, Nikolaus
;
Kyj, Lada M.
;
Oomen, Roel C. A.
- In:
Journal of applied econometrics
27
(
2012
)
4
,
pp. 625-645
Persistent link: https://www.econbiz.de/10009618510
Saved in:
4
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
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