Works matching DE "FINANCIAL econometrics"
Results: 28
An empirical assessment of recent challenges in today's financial markets.
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- Scottish Journal of Political Economy, 2019, v. 66, n. 1, p. 1, doi. 10.1111/sjpe.12204
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- Article
THE RELATIONSHIP BETWEEN STOCK MARKET VOLATILITY AND TRADING VOLUME: EVIDENCE FROM SOUTH AFRICA.
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- Journal of Developing Areas, 2018, v. 52, n. 1, p. 99, doi. 10.1353/jda.2018.0007
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- Article
INTERRELATIONSHIPS BETWEEN THE STOCK RETURNS OF BRAZILIAN COMPANIES THAT MAKE UP THE SÃO PAULO STOCK EXCHANGE INDEX.
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- Revista de Economia Mackenzie, 2020, v. 17, n. 1, p. 115, doi. 10.5935/1808-2785/rem.v17n1p.115-145
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- Article
Effects of Jumps and Small Noise in High-Frequency Financial Econometrics.
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- Asia-Pacific Financial Markets, 2017, v. 24, n. 1, p. 39, doi. 10.1007/s10690-017-9223-4
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- Article
Issue Information.
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- International Review of Finance, 2018, v. 18, n. 2, p. 147, doi. 10.1111/irfi.12151
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- Article
Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach.
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- Stat, 2016, v. 5, n. 1, p. 11, doi. 10.1002/sta4.101
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- Article
High-Frequency Financial Econometrics.
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- Economic Record, 2015, v. 91, n. 295, p. 542, doi. 10.1111/1475-4932.12228
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- Article
AN EARLY WARNING SYSTEM FOR CURRENCY CRISIS.
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- International Journal of Excellence in Islamic Banking & Finance, 2020, v. 7, n. 1/2, p. 1
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- Article
A new recognition algorithm for "head-and-shoulders" price patterns.
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- Studies in Nonlinear Dynamics & Econometrics, 2017, v. 21, n. 5, p. 1, doi. 10.1515/snde-2015-0066
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- Article
The Elements of Financial Econometrics.
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- 2017
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- Book Review
The emergence of a finance culture in American households, 1989-2007.
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- Socio-Economic Review, 2015, v. 13, n. 3, p. 575, doi. 10.1093/ser/mwu035
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- Article
Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test.
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- Global Economy Journal, 2017, v. 17, n. 3, p. 1, doi. 10.1515/gej-2017-0042
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- Article
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review.
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- Risks, 2018, v. 6, n. 2, p. 45, doi. 10.3390/risks6020045
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- Article
Calendar.
- Published in:
- 2017
- Publication type:
- Calendar
An estimation procedure for the Hawkes process.
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- Quantitative Finance, 2017, v. 17, n. 4, p. 571, doi. 10.1080/14697688.2016.1211312
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- Publication type:
- Article
Calendar.
- Published in:
- 2016
- Publication type:
- Calendar
Can Investors on P2P Lending Platforms Identify Default Risk?
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- International Journal of Electronic Commerce, 2019, v. 23, n. 1, p. 63, doi. 10.1080/10864415.2018.1512279
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- Article
Money, Velocity, and the Stock Market.
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- Open Economies Review, 2016, v. 27, n. 4, p. 671, doi. 10.1007/s11079-016-9400-5
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- Article
Evolution, finance, and the population genetics of relative wealth.
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- Journal of Bioeconomics, 2018, v. 20, n. 1, p. 29, doi. 10.1007/s10818-017-9254-y
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- Article
Asymmetric stochastic volatility in central and eastern European stock markets.
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- Theoretical & Applied Economics, 2016, v. 23, n. 2, p. 135
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- Article
Editorial Note: Review Papers for Journal of Risk and Financial Management (JRFM).
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020020
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- Article
Estimating and Testing Dynamic Corporate Finance Models.
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- Review of Financial Studies, 2018, v. 31, n. 1, p. 322, doi. 10.1093/rfs/hhx080
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- Article
Fractional Integration and Fat Tails for Realized Covariance Kernels.
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- Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 66, doi. 10.1093/jjfinec/nby029
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- Article
Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas.
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- Journal of Financial Econometrics, 2019, v. 17, n. 1, p. 118, doi. 10.1093/jjfinec/nby032
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- Article
Can Volatility Models Explain Extreme Events?
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- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 297, doi. 10.1093/jjfinec/nbx031
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- Article
Bias-corrected realized variance.
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- Econometric Reviews, 2019, v. 38, n. 2, p. 170, doi. 10.1080/07474938.2016.1222230
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- Article
“Fellows and Scholars of Econometric Reviews”.
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- 2019
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- Publication type:
- Editorial
Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence.
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- Econometrics (2225-1146), 2019, v. 7, n. 1, p. 13, doi. 10.3390/econometrics7010013
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- Publication type:
- Article