Pages that link to "Item:Q5357989"
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The following pages link to Drift in Transaction‐Level Asset Price Models (Q5357989):
Displaying 5 items.
- Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)
- Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
- A Pure-Jump Transaction-Level Price Model Yielding Cointegration (Q3063005) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Reassessing the evidence on factor and portfolio premia (Q6636978) (← links)