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Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks
Awartani, Basel; Corradi, Valentina; Distaso, Walter - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10003885789
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Information in the revision process of real-time datasets
Corradi, Valentina; Fernández, Andrés; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10003913382
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A simulation-based specification test for diffusion processes
Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 176-193
Persistent link: https://www.econbiz.de/10003675685
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A Simulation-Based Specification Test for Diffusion Processes
Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 176-193
Persistent link: https://www.econbiz.de/10008221204
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Information in the Revision Process of Real-Time Datasets
Corradi, Valentina; Fernandez, Andres; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 4, pp. 455-467
Persistent link: https://www.econbiz.de/10008328090
Cover Image
Assessing Market Microstructure Effects via Realized Volatility Measures with an Application to the Dow Jones Industrial Average Stocks
Awartani, Basel; Corradi, Valentina; Distaso, Walter - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 251-265
Persistent link: https://www.econbiz.de/10008248858