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Essays on high-frequency and financial data analysis
Benvenuti, Francesco - 2021
Persistent link: https://www.econbiz.de/10013041293
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Volatility modeling with high-frequency data and news announcements
Bodilsen, Simon - 2019 - This version: May 28, 2019
Persistent link: https://www.econbiz.de/10012519411
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Intraday phenomena in financial markets
Thyrsgaard, Martin - 2019
Persistent link: https://www.econbiz.de/10012519528
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Econometric analysis of spot variances, covariances and correlations
Acosta, Silvana - 2018
Persistent link: https://www.econbiz.de/10011947759
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Measurement, assesment, and forecast of integrated variance
Mirone, Giorgio - 2018
Persistent link: https://www.econbiz.de/10011947775
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Modelling and forecasting fractional volatility
Bolko, Anine Eg - 2020
Persistent link: https://www.econbiz.de/10012522449
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Econometric analysis of time-varying volatility in financial markets
Laursen, Bo - 2017
Persistent link: https://www.econbiz.de/10011818415
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Modeling financial market volatility : a component model perspective
Jakobsen, Johan Stax - 2018
Persistent link: https://www.econbiz.de/10011818780
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Essays on dynamic term structure models
Jensen, Thomas Mogensbjerg - 2019
Persistent link: https://www.econbiz.de/10012520022
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Essays on estimation of dynamic macroeconomic models
Neri, Luca - 2022 - This version: April 21, 2022
Persistent link: https://www.econbiz.de/10013189445