Pages that link to "Item:Q749146"
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The following pages link to An econometric analysis of nonsynchronous trading (Q749146):
Displayed 14 items.
- Statistical inference of the efficient frontier for dependent asset returns (Q840988) (← links)
- Foreign ownership and volatility dynamics of Indonesian stocks (Q928167) (← links)
- Modeling and pricing long memory in stock market volatility (Q1922362) (← links)
- High-dimensional covariance forecasting for short intra-day horizons (Q3064018) (← links)
- TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA (Q3421822) (← links)
- Realized Volatility: A Review (Q3539862) (← links)
- Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use? (Q3539873) (← links)
- The Epps effect revisited (Q3650961) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999) (← links)
- Inventory Effects on Daily Returns in Financial Markets (Q4812334) (← links)
- Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets (Q5440106) (← links)
- A CLOSER LOOK AT THE EPPS EFFECT (Q5696843) (← links)
- On measuring volatility of diffusion processes with high frequency data (Q5958532) (← links)