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Forecasting Volatility Using High-Frequency Data
Hansen, Peter Reinhard; Lunde, Asger - In: The Oxford handbook of economic forecasting. 2012
Persistent link: https://www.econbiz.de/10012882023
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A conjugate gamma model for durations in transaction data
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 5-30). 1999
Persistent link: https://www.econbiz.de/10001442374
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A generalized gamma autoregressive conditional duration model
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 31-68). 1999
Persistent link: https://www.econbiz.de/10001442379
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Trade and quotes : a bivariate point process
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 71-108). 1999
Persistent link: https://www.econbiz.de/10001442381
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The hazards of mutual fund underperformance : a Cox regression analysis
Lunde, Asger - In: Econometric modelling of durations between economic events, (pp. 109-150). 1999
Persistent link: https://www.econbiz.de/10001442393
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What makes aggregate fluctuations in Canada different?
Betts, Caroline M. - In: Economic behaviour and policy choice under price …, (pp. 299-340). 1994
Persistent link: https://www.econbiz.de/10001292223
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Bayesian estimation of DSGE models
Guerrón-Quintana, Pablo A.; Nason, James Michael - In: Handbook of research methods and applications in …, (pp. 486-512). 2013
Persistent link: https://www.econbiz.de/10010206724