Narrow search
Showing 1 - 10 of 107,252
Cover Image
Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
Cover Image
Occupation density estimation for noisy high-frequency data
Zhang, Congshan; Li, Jia; Bollerslev, Tim - In: Journal of econometrics 227 (2022) 1, pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Cover Image
Bayesian estimation of stochastic tail index from high-frequency financial data
Doğan, Osman; Taṣpınar, Süleyman; Bera, Anil K. - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2685-2711
Persistent link: https://www.econbiz.de/10012664628
Cover Image
The tail dependence structure between return and trading volume : an investigation on the Bitcoin market
Chang, Kuang-Liang - In: Applied economics 55 (2023) 11, pp. 1234-1246
Persistent link: https://www.econbiz.de/10013499060
Cover Image
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim; Thyrsgaard, Martin; Veliyev, Bezirgen - In: Journal of econometrics 212 (2019) 2, pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
Cover Image
Bayesian nonparametric covariance estimation with noisy and nonsynchronous asset prices
Liu, Jia - In: Journal of risk 24 (2021) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10012816791
Cover Image
Sieve estimation of option-implied state price density
Luo, Junwen; Qu, Zhongjun - In: Journal of econometrics 224 (2021) 1, pp. 88-112
Persistent link: https://www.econbiz.de/10013275364
Cover Image
Nonparametric filtering of conditional state-price densities
Dalderop, Jeroen - In: Journal of econometrics 214 (2020) 2, pp. 295-325
Persistent link: https://www.econbiz.de/10012438391
Cover Image
Pump up the volume: income risk and counter-cyclical asset trading
Sarolli, Gian Domenico - In: Eastern economic journal 42 (2016) 4, pp. 594-610
Persistent link: https://www.econbiz.de/10012238615
Cover Image
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier; Sentana, Enrique - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 4, pp. 599-614
Persistent link: https://www.econbiz.de/10012249217