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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"SFB 649 discussion paper"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
The review of financial studies
17
The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Economics letters
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Journal of monetary economics
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Journal of multinational financial management
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Journal of property investment & finance
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Regional science & urban economics
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ECONIS (ZBW)
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Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
2
Structural conditional correlation
Weber, Enzo
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
3
,
pp. 392-407
Persistent link: https://www.econbiz.de/10003997412
Saved in:
3
Periodic dynamic conditional correlations between stock markets in Europe and the US
Osborn, Denise R.
;
Savva, Christos S.
;
Gill, Len
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 307-325
Persistent link: https://www.econbiz.de/10003748060
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