Martin Thyrsgaard
From MaRDI portal
Person:2330736
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Intraday cross-sectional distributions of systematic risk Journal of Econometrics | 2023-06-29 | Paper |
| Recalcitrant betas: intraday variation in the cross-sectional dispersion of systematic risk Quantitative Economics | 2021-11-11 | Paper |
| Time-varying periodicity in intraday volatility Journal of the American Statistical Association | 2020-01-15 | Paper |
| The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing Journal of Econometrics | 2019-10-23 | Paper |
Research outcomes over time
This page was built for person: Martin Thyrsgaard
