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Jackknifing stock return predi...
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Jackknifing stock return predictions
Chiquoine, Benjamin
;
Hjalmarsson, Erik
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 793-803
Persistent link: https://www.econbiz.de/10003900408
Saved in:
2
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
Saved in:
3
Rise of the machines : algorithmic trading in the foreign exchange market
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2045-2084
Persistent link: https://www.econbiz.de/10010489675
Saved in:
4
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
- In:
Journal of empirical finance
17
(
2010
)
2
,
pp. 212-240
Persistent link: https://www.econbiz.de/10009271853
Saved in:
5
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
Saved in:
6
New methods for inference in long-run predictive regressions
Hjalmarsson, Erik
-
2006
Persistent link: https://www.econbiz.de/10003336051
Saved in:
7
Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik
- In:
Finance research letters
4
(
2007
)
2
,
pp. 92-94
Persistent link: https://www.econbiz.de/10003477213
Saved in:
8
The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik
-
2007
Persistent link: https://www.econbiz.de/10003997742
Saved in:
9
Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik
-
2008
Persistent link: https://www.econbiz.de/10003997782
Saved in:
10
Predictive regressions with panel data
Hjalmarsson, Erik
-
2006
Persistent link: https://www.econbiz.de/10003393540
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