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The Hazards of Mutual Fund Und...
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ECONIS (ZBW)
156
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1
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156
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1
Completion time structures of stock price movements
Lunde, Asger
;
Timmermann, Allan
- In:
Annals of finance
1
(
2005
)
3
,
pp. 293-326
Persistent link: https://www.econbiz.de/10003014360
Saved in:
2
Duration dependence in stock prices : an analysis of bull and bear markets
Lunde, Asger
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
22
(
2004
)
3
,
pp. 253-273
Persistent link: https://www.econbiz.de/10002135493
Saved in:
3
The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger
;
Timmermann, Allan
;
Blake, David
- In:
Journal of empirical finance
6
(
1999
)
2
,
pp. 121-152
Persistent link: https://www.econbiz.de/10001426329
Saved in:
4
Picking funds with confidence
Grønborg, Niels S.
;
Lunde, Asger
;
Timmermann, Allan
; …
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650222
Saved in:
5
Realized variance and market microstructure noise
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10003317169
Saved in:
6
Designing realized Kernels to measure the ex post variation of equity prices in the presence of noise
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
6
,
pp. 1481-1536
Persistent link: https://www.econbiz.de/10003797079
Saved in:
7
Intraday volatility responses to monetary policy events
Lunde, Asger
;
Zebedee, Allan A.
- In:
Financial markets and portfolio management
23
(
2009
)
4
,
pp. 383-399
Persistent link: https://www.econbiz.de/10003903011
Saved in:
8
Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
Saved in:
9
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
Saved in:
10
Subsampling realised kernels
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009242524
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