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Finance research letters
Journal of econometrics
164
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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1
Pricing discrete double barrier options under Lévy processes : an extension of the method by Milev and Tagliani
Xiao, Shuang
;
Ma, Shihua
- In:
Finance research letters
19
(
2016
),
pp. 67-74
Persistent link: https://www.econbiz.de/10011657452
Saved in:
2
The generality of spurious predictability
Cho, Jin-Wan
;
Shin, Jhinyoung
;
Singh, Rajdeep
- In:
Finance research letters
1
(
2004
)
4
,
pp. 203-214
Persistent link: https://www.econbiz.de/10003307409
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Dynamic autocorrelation of intraday stock returns
Xi, Dong
;
Feng, Shu
;
Ling, Leng
;
Song, Pingping
- In:
Finance research letters
20
(
2017
),
pp. 274-280
Persistent link: https://www.econbiz.de/10011806947
Saved in:
6
A value-at-risk forecastability indicator in the framework of a generalized autoregressive score with "asymmetric laplace distribution"
Dima, Bogdan
;
Dima, Ştefana Maria
;
Ioan, Roxana
- In:
Finance research letters
45
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014575518
Saved in:
7
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
Saved in:
8
On the predictability of bonds
Verner, Robert
;
Tkáč, Michal
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014513328
Saved in:
9
Volatility forecast with the regularity modifications
Zhu, Qinwen
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Finance research letters
58
(
2023
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014582373
Saved in:
10
Homogeneous analysis on network effects in network autoregressive model
Zhao, Jiayang
;
Liu, Jie
- In:
Finance research letters
58
(
2023
)
4
,
pp. 1-10
Persistent link: https://www.econbiz.de/10014633535
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