Understanding Spurious Regression in Financial Economics.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 122, doi. 10.1093/jjfinec/nbs025
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2014 AND VI 12 AND IP 1
Results: 8
1
2
Editorial Announcement.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 1, doi. 10.1093/jjfinec/nbt026
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- Publication type:
- Article
3
Online Spot Volatility-Estimation and Decomposition with Nonlinear Market Microstructure Noise Models.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 174, doi. 10.1093/jjfinec/nbt008
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- Publication type:
- Article
4
The Price Impact of Order Book Events.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 47, doi. 10.1093/jjfinec/nbt003
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- Publication type:
- Article
5
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 151, doi. 10.1093/jjfinec/nbt011
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- Publication type:
- Article
6
Estimation of Distortion Risk Measures.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 213, doi. 10.1093/jjfinec/nbt005
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- Publication type:
- Article
7
Static Hedging of Standard Options.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 3, doi. 10.1093/jjfinec/nbs014
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- Publication type:
- Article
8
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes.
- Published in:
- Journal of Financial Econometrics, 2014, v. 12, n. 1, p. 89, doi. 10.1093/jjfinec/nbt002
- By:
- Publication type:
- Article