Practitioners' Corner.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 184, doi. 10.1093/jjfinec/nbl013
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2007 AND VI 5 AND IP 1
Results: 6
1
2
The Impact of Central Bank FX Interventions on Currency Components.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 154, doi. 10.1093/jjfinec/nbl008
- By:
- Publication type:
- Article
3
Switching VARMA Term Structure Models.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 105, doi. 10.1093/jjfinec/nbl009
- By:
- Publication type:
- Article
4
Integrated Covariance Estimation using High-Frequency Data in the Presence of Noise.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 68, doi. 10.1093/jjflnec/nbl011
- By:
- Publication type:
- Article
5
Why Do Absolute Returns Predict Volatility So Well?
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 31, doi. 10.1093/jjfinec/nbl010
- By:
- Publication type:
- Article
6
Estimating Latent Variables and Jump Diffusion Models Using High-Frequency Data.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 1, p. 1, doi. 10.1093/jjfineC/nbl007
- By:
- Publication type:
- Article