Quarticity Estimation on ohlc Data.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 505, doi. 10.1093/jjfinec/nbu016
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2015 AND VI 13 AND IP 2
Results: 10
1
2
Rounding Errors and Volatility Estimation.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 478, doi. 10.1093/jjfinec/nbu005
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- Publication type:
- Article
3
Functional Dynamic Factor Model for Intraday Price Curves.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 456, doi. 10.1093/jjfinec/nbu004
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- Publication type:
- Article
4
Modeling Maximum Entropy Distributions for Financial Returns by Moment Combination and Selection.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 414, doi. 10.1093/jjfinec/nbt007
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- Publication type:
- Article
5
Uniform Confidence Bands for Pricing Kernels.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 376, doi. 10.1093/jjfinec/nbu002
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- Publication type:
- Article
6
Testing for Predictability in Conditionally Heteroskedastic Stock Returns.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 342, doi. 10.1093/jjfinec/nbu001
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- Publication type:
- Article
7
Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 293, doi. 10.1093/jjfinec/nbu007
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- Publication type:
- Article
8
Recovering Statistical Theory in the Context of Model Calibrations.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 260, doi. 10.1093/jjfinec/nbu020
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- Publication type:
- Article
9
Estimating Shadow-Rate Term Structure Models with Near-Zero Yields.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 226, doi. 10.1093/jjfinec/nbu010
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- Publication type:
- Article
10
Editorial Announcement.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 2, p. 223, doi. 10.1093/jjfinec/nbv002
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- Publication type:
- Article