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The contribution of jump signs and activity to forecasting stock price volatility
Bu, Ruijun; Hizmeri, Rodrigo; Izzeldin, Marwan; Murphy, … - In: Journal of empirical finance 70 (2023), pp. 144-164
Persistent link: https://www.econbiz.de/10014423623
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When MIDAS meets LASSO : the power of low-frequency variables in forecasting Value-at-Risk and expected shortfall
Luo, Yi; Xue, Xiaohan; Izzeldin, Marwan - 2025
Persistent link: https://www.econbiz.de/10015339158
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Identifying the underlying components of high-frequency data : pure vs jump diffusion processes
Hizmeri, Rodrigo; Izzeldin, Marwan; Urga, Giovanni - In: Journal of empirical finance 81 (2025), pp. 1-20
Persistent link: https://www.econbiz.de/10015405342
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Imperfect Competition in Manufacturing, Differential Wage Growth and the Prebisch-Singer Terms of Trade Hypothesis
Bloch, Harry; Sapsford, David - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404058
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Small-Scale Banana Growers in the Windward Islands: External Implications of the Single European Market
Read, Robert - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404059
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Western European Micro-States & Autonomous Regions: The Advantages of Size and Sovereignty
Armstrong, Harvey; Read, Robert - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404060
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Constructing and Interpreting Performance Indicators in the UK University Sector
Johnes, J. - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404061
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Labor Market Dynamics in Britain and America: Longer View
Hyclak, A.T.; Johnes, G. - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404062
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Tour Operators, Host Countries and Government Intervention: A Sequential Game Approach
Tsitouras, A. - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404063
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Some Recent Advances in the Economic Analysis of Discrimination
Johnes, G; Sapsford, D - Department of Economics, Management School
Persistent link: https://www.econbiz.de/10005404064