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Feedback trading and intermittent market turbulence
Tambakis, Demosthenes Nicholas - 2008
Persistent link: https://www.econbiz.de/10003851071
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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - 2012
Persistent link: https://www.econbiz.de/10009579875
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Asset price manipulation with several traders
Walther, Ansgar - 2012
Persistent link: https://www.econbiz.de/10009667168
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - 2015
Persistent link: https://www.econbiz.de/10011455529
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
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Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter - 2021
Persistent link: https://www.econbiz.de/10013254143
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Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang - 2020
Persistent link: https://www.econbiz.de/10013206474
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Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko - 2013
Persistent link: https://www.econbiz.de/10009737686
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Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang - 2021
Persistent link: https://www.econbiz.de/10013262866