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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - In: Journal of econometrics 187 (2015) 2, pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; … - In: Journal of econometrics 235 (2023) 1, pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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Arbitrage bots in experimental asset markets
Angerer, Martin; Neugebauer, Tibor; Shachat, Jason M. - In: Journal of economic behavior & organization : JEBO 206 (2023), pp. 262-278
Persistent link: https://www.econbiz.de/10014247343
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Testing market regulations in experimental asset markets : the case of margin purchases
Füllbrunn, Sascha; Neugebauer, Tibor - In: Journal of economic behavior & organization : JEBO 200 (2022), pp. 1160-1183
Persistent link: https://www.econbiz.de/10013389390