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Equity premium in Finland and long-term performance of the Finnish equity and money markets

Nyberg, Peter; Vaihekoski, Mika - In: Cliometrica : journal of historical economics and … 8 (2014) 2, pp. 241-269

Persistent link: https://www.econbiz.de/10010350398

Stock market integration : evidence on price integration and return convergence

Heimonen, Kari - 1999

Persistent link: https://www.econbiz.de/10001372405

Stock market integration : evidence on price integration and return convergence

Heimonen, Kari - In: Applied financial economics 12 (2002) 6, pp. 415-429

Persistent link: https://www.econbiz.de/10001671114

Elements of volatility at high frequency

Vuorenmaa, Tommi A. - 2008

Persistent link: https://www.econbiz.de/10003752381

Cointegration and causality of stock markets in two small open economies and their major trading partner nations

Malkamäki, Markku R. J. - 1992

Persistent link: https://www.econbiz.de/10000839839

A blocking and regularization approach to high dimensional realized covariance estimation

Hautsch, Nikolaus; Kyj, Lada M.; Oomen, Roel C.A. - 2009

We introduce a regularization and blocking estimator for well-conditioned high-dimensional daily covariances using high-frequency data. Using the Barndorff-Nielsen, Hansen, Lunde, and Shephard (2008a) kernel estimator, we estimate the covariance matrix block-wise and regularize it. A data-driven...