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Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
Kunitomo, Naoto; Sato, Seisho - In: The North American journal of economics and finance : a … 26 (2013), pp. 282-309
Persistent link: https://www.econbiz.de/10010365764
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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim; Martens, Martin; Dijk, Dick van - In: The North American journal of economics and finance : a … 26 (2013), pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
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The interrelationship between order flow, exchange rate, and the role of American economic news
Firouzi, Shahrokh; Wang, Xiangning - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013186532
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Estimation of spot volatility with superposed noisy data
Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu; Zheng, Tingguo - In: The North American journal of economics and finance : a … 40 (2017), pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
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Fake news
Brigida, Matt; Pratt, William R. - In: The North American journal of economics and finance : a … 42 (2017), pp. 564-573
Persistent link: https://www.econbiz.de/10011938199
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Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo - In: The North American journal of economics and finance : a … 26 (2013), pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
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EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - In: The North American journal of economics and finance : a … 26 (2013), pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
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Using CARRX models to study factors affecting the volatilities of Asian equity markets
Sin, Chor-yiu - In: The North American journal of economics and finance : a … 26 (2013), pp. 552-564
Persistent link: https://www.econbiz.de/10010370494
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Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries
Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329
Persistent link: https://www.econbiz.de/10011514255