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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
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Advances in industrial engineering and operations research : [revised and extended articles written by prominent researchers participating in the International MultiConference of Engineers and Computer Scientists (IMECS) 2007 ; held in Hong Kong on March 21 - 23, 2007]
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Components of market risk and return
Maheu, John M.
;
McCurdy, Thomas H.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 560-590
Persistent link: https://www.econbiz.de/10003570729
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Modeling realized covariances and returns
Jin, Xin
;
Maheu, John M.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
2
,
pp. 335-369
Persistent link: https://www.econbiz.de/10009745817
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3
Are there structural breaks in realized volatility?
Liu, Chun
;
Maheu, John M.
- In:
Journal of financial econometrics : official journal of …
6
(
2008
)
3
,
pp. 326-360
Persistent link: https://www.econbiz.de/10003748061
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