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Multifrequency news and stock returns
Calvet, Laurent E.; Fisher, Adlai J. - 2005
Persistent link: https://www.econbiz.de/10002978255
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Ultra high frequency volatility estimation with dependent microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - 2005
Persistent link: https://www.econbiz.de/10002880802
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Time series decomposition and measurement of business cycles, trends and growth cycles
Zarnowitz, Victor; Ozyildirim, Ataman - 2002
Persistent link: https://www.econbiz.de/10001644791
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The time series of the cross section of asset prices
Menzly, Lior; Santos, Tano; Veronesi, Pietro - 2002
Persistent link: https://www.econbiz.de/10001709520
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Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875
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Modeling model uncertainty
Onatski, Alexei; Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001746748
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Medium term business cycles
Comin, Diego; Gertler, Mark - 2003
Persistent link: https://www.econbiz.de/10001798777
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Small noise asymptotics for a stochastic growth model
Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001868318
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The equity premium and structural breaks
Pástor, Ľuboš; Stambaugh, Robert F. - 2000
Persistent link: https://www.econbiz.de/10001493300
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A heuristic method for extracting smooth trends from economic time series
Rotemberg, Julio - 1999
Persistent link: https://www.econbiz.de/10001438358