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High frequency finance
Veredas, David; Bauwens, Luc; Pohlmeier, Winfried - Solvay Brussels School of Economics and Management, … - 2005
Persistent link: https://www.econbiz.de/10010600871
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The stochastic conditional duration model: a latent factor model for the analysis of financial durations
Veredas, David; Bauwens, Luc - Solvay Brussels School of Economics and Management, … - 2004
Persistent link: https://www.econbiz.de/10011011416
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A comparison of financial duration models via density forecast
Veredas, David; Bauwens, Luc; Giot, Pierre; Grammig, Joachim - Solvay Brussels School of Economics and Management, … - 2004
Persistent link: https://www.econbiz.de/10010600873
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R-estimation in linear models with stable errors
Hallin, Marc; Veredas, David; Swan, Yves-Caoimhin; … - Solvay Brussels School of Economics and Management, … - 2013
Persistent link: https://www.econbiz.de/10011011426
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Using intra annual information to forecast the annual state deficit. The case of France
Veredas, David; Moulin, Laurent; Sala, Matteo; … - Solvay Brussels School of Economics and Management, … - 2008
Persistent link: https://www.econbiz.de/10011011444
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Latest developments in heavy-tailed distributions
Veredas, David; Paolella, Marc; Renault, Eric; … - Solvay Brussels School of Economics and Management, … - 2013
Persistent link: https://www.econbiz.de/10011011519
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Macro surprises and short-term behavior in bond futures
Veredas, David - Solvay Brussels School of Economics and Management, … - 2005
Persistent link: https://www.econbiz.de/10011011568
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Does the open limit order book matter in explaining long run volatility?
Veredas, David; Pascual, Roberto - Solvay Brussels School of Economics and Management, … - 2010
Persistent link: https://www.econbiz.de/10011011619
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Temporal aggregation of univariate and multivariate time series models: a survey
Veredas, David; Silvestrini, Andrea - Solvay Brussels School of Economics and Management, … - 2008
Persistent link: https://www.econbiz.de/10011011638
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The impact of macroeconomic news on quote adjustments, noise and informational volatility
Veredas, David; Hautsch, Nikolaus; Hess, Dieter - Solvay Brussels School of Economics and Management, … - 2011
Persistent link: https://www.econbiz.de/10011011703