Rejoinder on: Price Discovery in High Resolution*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 465, doi. 10.1093/jjfinec/nbz028
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2021 AND VI 19 AND IP 3
Results: 9
1
2
Price Discovery in High Resolution*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 395, doi. 10.1093/jjfinec/nbz027
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- Publication type:
- Article
3
Introduction to the 2018 Hal White Memorial Lecture.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 393, doi. 10.1093/jjfinec/nbab019
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- Publication type:
- Article
4
Mixed Frequency Stochastic Volatility Model for Intraday Stock Market Returns*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 496, doi. 10.1093/jjfinec/nbz021
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- Publication type:
- Article
5
Comment on: Price Discovery in High Resolution.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 439, doi. 10.1093/jjfinec/nbz008
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- Publication type:
- Article
6
Comment on: Price Discovery in High Resolution and the Analysis of Mixed Frequency Data*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 459, doi. 10.1093/jjfinec/nbz007
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- Publication type:
- Article
7
Comment on: Price Discovery in High Resolution*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 452, doi. 10.1093/jjfinec/nbz006
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- Publication type:
- Article
8
Comment on: Price Discovery in High Resolution*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 431, doi. 10.1093/jjfinec/nbz005
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- Publication type:
- Article
9
Intraday End-of-Day Volume Prediction*.
- Published in:
- Journal of Financial Econometrics, 2021, v. 19, n. 3, p. 472, doi. 10.1093/jjfinec/nbz019
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- Publication type:
- Article