Narrow search
Showing 1 - 4 of 4
Cover Image
Integrated covariance estimation using high-frequency data in the presence of noise
Voev, Valeri; Lunde, Asger - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 68-104
Persistent link: https://www.econbiz.de/10003518286
Cover Image
Asymmetry and long memory in volatility modeling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Cover Image
Trades and quotes : a bivariate point process
Engle, Robert F.; Lunde, Asger - In: Journal of financial econometrics : official journal of … 1 (2003) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10002214089
Cover Image
Comment on: reflections on the probability space induced by moment conditions with implications for Bayesian inference
Wei, Wei; Lunde, Asger - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 278-283
Persistent link: https://www.econbiz.de/10011591033