Pages that link to "Item:Q3571976"
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The following pages link to Realized Beta: Persistence and Predictability (Q3571976):
Displayed 20 items.
- Robust monitoring of CAPM portfolio betas. II (Q458632) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- Sequential monitoring of portfolio betas (Q725685) (← links)
- On the use of high frequency measures of volatility in MIDAS regressions (Q726593) (← links)
- Jumps and betas: a new framework for disentangling and estimating systematic risks (Q736514) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data (Q736693) (← links)
- CAPM with fuzzy returns and hypothesis testing (Q743141) (← links)
- Econometric analysis of high frequency data (Q862781) (← links)
- Mixed-scale jump regressions with bootstrap inference (Q1676389) (← links)
- Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions (Q1792481) (← links)
- Variation and efficiency of high-frequency betas (Q2116364) (← links)
- Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data (Q2347453) (← links)
- Adaptive estimation of continuous-time regression models using high-frequency data (Q2398973) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS (Q2909249) (← links)
- EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH (Q3370590) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- Targeting market neutrality (Q5234304) (← links)
- Intraday cross-sectional distributions of systematic risk (Q6108306) (← links)