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~isPartOf:"International journal of business excellence"
~isPartOf:"Journal of financial econometrics"
~language:"eng"
~person:"Sheppard, Kevin"
~person:"Tang, Cheng Yong"
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Analysis of variance
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Sheppard, Kevin
Tang, Cheng Yong
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International journal of business excellence
Journal of financial econometrics
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
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Factor high-frequency-based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10012054425
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