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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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Forecasting value-at-risk using nonlinear regression quantiles and the intraday range
Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619366
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Parameter estimation in multivariate logit models with many binary choices
Bel, Koen; Fok, Dennis; Paap, Richard - 2015
Persistent link: https://www.econbiz.de/10010503419
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A multivariate model for multinomial choices
Bel, Koen; Paap, Richard - 2015
Persistent link: https://www.econbiz.de/10010507701
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Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael - 2016 - Revised
Persistent link: https://www.econbiz.de/10011448006
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Spectrally-corrected estimation for high-dimensional Markowitz mean-variance optimization
Bai, Zhidong; Li, Hua; McAleer, Michael; Wong, Wing Keung - 2016
Persistent link: https://www.econbiz.de/10011477196
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Weakly informative priors and well behaved Bayes factors
Strachan, Rodney W. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003179646
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Bayes estimates of the cyclical component in twentieth century US gross domestic product
Harvey, Andrew C. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452521