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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2007
Persistent link: https://www.econbiz.de/10003997594
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Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain; Chiquoine, Benjamin; Hjalmarsson, Erik; … - 2009
Persistent link: https://www.econbiz.de/10009535470
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New methods for inference in long-run predictive regressions
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003336051
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The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik - 2007
Persistent link: https://www.econbiz.de/10003997742
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Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10003997782
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Predictive regressions with panel data
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003393540
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Predicting global stock returns
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10008990364
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Estimation of average local-to-unity roots in heterogenous panels
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297466
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Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297467
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Should we expect significant out-of-sample results when predicting stock returns
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297468