The Relative Contribution of Jumps to Total Price Variance.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 456, doi. 10.1093/jjfinec/nbi025
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2005 AND VI 3 AND IP 4
Results: 7
1
2
Practitioners' Corner: Introduction to the Special Issue.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 447, doi. 10.1093/jjfinec/nbi029
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- Publication type:
- Article
3
Reexamining the Profitability of Technical Analysis with Data Snooping Checks.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 606, doi. 10.1093/jjfinec/nbi026
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- Publication type:
- Article
4
A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 525, doi. 10.1093/jjfinec/nbi028
- By:
- Publication type:
- Article
5
The Accuracy of Density Forecasts from Foreign Exchange Options.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 578, doi. 10.1093/jjfinec/nbi021
- By:
- Publication type:
- Article
6
Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 555, doi. 10.1093/jjfinec/nbi027
- By:
- Publication type:
- Article
7
Inferring Information Frequency and Quality.
- Published in:
- Journal of Financial Econometrics, 2005, v. 3, n. 4, p. 500, doi. 10.1093/jjfinec/nbi024
- By:
- Publication type:
- Article