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Dynamic trading volume and stock return relation : does it hold out of sample?
Wang, Zijun; Qian, Yan; Wang, Shiwen - In: International review of financial analysis 58 (2018), pp. 195-210
Persistent link: https://www.econbiz.de/10012006446
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Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan; Mykland, Per A.; Zhang, Lan - In: Journal of econometrics 239 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
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Financial markets with data-driven investment decisions
Adriaens, Henricus Petrus Johannes Maria - 2008
Persistent link: https://www.econbiz.de/10003846225
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Essays in public economic theory
Sahm, Marco (contributor) - 2006
Persistent link: https://www.econbiz.de/10003476588
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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
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Sampling returns for realized variance calculations : tick time or transaction time?
Griffin, Jim E.; Oomen, Roel C. A. - In: Econometric reviews 27 (2008) 1/3, pp. 230-253
Persistent link: https://www.econbiz.de/10003761225
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808714
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for …
Persistent link: https://www.econbiz.de/10002734112
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430824