The following pages link to EXcess Idle Time (Q4614985):
Displayed 7 items.
- Managing liquidity with portfolio staleness (Q2044821) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Measuring market efficiency: the Shannon entropy of high-frequency financial time series (Q2677401) (← links)
- A closed-form formula characterization of the Epps effect (Q5121493) (← links)
- Systematic staleness (Q6152589) (← links)
- Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices (Q6190695) (← links)
- On Bivariate Time-Varying Price Staleness (Q6190783) (← links)