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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
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Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
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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
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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
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A realized variance for the whole day based on intermittent high-frequency data
Hansen, Peter Reinhard; Lunde, Asger - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 525-554
Persistent link: https://www.econbiz.de/10003154305
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Introduction to special issue of Journal of Financial Econometrics in Honor of Hal White
Timmermann, Allan (contributor); White, Halbert (honouree) - 2014
Persistent link: https://www.econbiz.de/10010391942
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Understanding analysts' earnings expectations : biases, nonlinearities, and predictability
Aiolfi, Marco; Giudice Rodriguez, Marius del; … - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 305-334
Persistent link: https://www.econbiz.de/10003997393
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Size and value anomalies under regime shifts
Guidolin, Massimo; Timmermann, Allan - In: Journal of financial econometrics : official journal of … 6 (2008) 1, pp. 1-48
Persistent link: https://www.econbiz.de/10003669209