The following pages link to (Q3374323):
Displaying 10 items.
- Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise (Q1023629) (← links)
- Correlated ARCH (CorrARCH): modelling the time-varying conditional correlation between financial asset returns (Q1604080) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- Comment: A selective overview of nonparametric methods in financial econometrics (Q2381755) (← links)
- Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289) (← links)
- The Distribution of Realized Exchange Rate Volatility (Q4808055) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data (Q6039118) (← links)