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Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi; Zheng, Chaowen - In: Finance research letters 25 (2018), pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
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Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick; Reh, Laura - In: Finance research letters 56 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur; Akyildirim, Erdinc; Corbet, Shaen - In: Finance research letters 31 (2019), pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
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Real and complex wavelets in asset classification : an application to the US stock market
Bruzda, Joanna - In: Finance research letters 21 (2017), pp. 115-125
Persistent link: https://www.econbiz.de/10011807518
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Estimating the US trend short-term interest rate
Beechey, Meredith Jane; Österholm, Pär; Poon, Aubrey - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
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Modeling the contemporaneous duration dependence for high-frequency stock prices
Chu, Ba; Voia, Marcel-Christian - In: Finance research letters 7 (2010) 3, pp. 148-162
Persistent link: https://www.econbiz.de/10009272759
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A note of techniques that mitigate floating-point errors in PIN estimation
Ke, Wen-Chyan; Chen, Hueiling; Lin, Hsiou-Wei William - In: Finance research letters 31 (2019), pp. 458-462
Persistent link: https://www.econbiz.de/10012421767
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Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François; Boudreault, Mathieu; Gauthier, … - In: Finance research letters 23 (2017), pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki; Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576141