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Veredas, David
216
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23
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21
Dominicy, Yves
21
VEREDAS, David
21
Hautsch, Nikolaus
16
Silvestrini, Andrea
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13
Hallin, Marc
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Ogata, Hiroaki
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11
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10
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8
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
35
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
24
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
114
RePEc
108
OLC EcoSci
15
BASE
7
EconStor
6
USB Cologne (business full texts)
1
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51
On the (intradaily) seasonality and dynamics of a financial point process : a semiparametric approach
Veredas, David
;
Rodríguez Poo, Juan Manuel
;
Espasa …
-
2001
Persistent link: https://www.econbiz.de/10001587379
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52
Common short selling and excess comovement
Geraci, Marco Valerio
;
Gnabo, Jean-Yves
;
Veredas, David
-
2020
Persistent link: https://www.econbiz.de/10013205438
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53
Ranking systemically important financial institutions
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
-
2012
Persistent link: https://www.econbiz.de/10010190996
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54
Testing conditional asymmetry : a residual-based approach
Lambert, Philippe
;
Laurent, Sébastien
;
Veredas, David
- In:
Journal of economic dynamics & control
36
(
2012
)
8
,
pp. 1229-1247
Persistent link: https://www.econbiz.de/10009655696
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55
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
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56
Flexible multivariate Hill estimators
Dominicy, Yves
;
Heikkilä, Matias
;
Ilmonen, Pauliina
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 398-410
Persistent link: https://www.econbiz.de/10012482779
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57
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
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58
Short selling in the tails
Geraci, Marco Valerio
;
Garbaravicius, Tomas
;
Veredas, David
-
2016
Persistent link: https://www.econbiz.de/10011672440
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59
Systemic risk in the US : interconnectedness as a circuit breaker
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
- In:
Economic modelling
71
(
2018
),
pp. 305-315
Persistent link: https://www.econbiz.de/10012062528
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60
Issue of the annals of econometrics on indirect estimation methods in finance and economics
Halbleib, Roxana
;
Kristensen, Dennis
;
Renault, Eric
; …
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012110222
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