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~accessRights:"free"
~isPartOf:"Cambridge working papers in economics"
~language:"eng"
~subject:"Share price"
~type:"book"
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ECONIS (ZBW)
25
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Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
2
Political markets as equity price factors
Auld, Tom
-
2022
Persistent link: https://www.econbiz.de/10013486116
Saved in:
3
Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter
-
2021
Persistent link: https://www.econbiz.de/10013254143
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4
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
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5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
Financial market globalization and asset price bubbles
Yago, Naoki
-
2021
Persistent link: https://www.econbiz.de/10013262761
Saved in:
7
News entropy
Kuhlen, Nikolas
;
Preston, Andrew
-
2021
-
This version: April 6, 2021
Persistent link: https://www.econbiz.de/10013257456
Saved in:
8
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
9
Common short selling and excess comovement
Geraci, Marco Valerio
;
Gnabo, Jean-Yves
;
Veredas, David
-
2020
Persistent link: https://www.econbiz.de/10013205438
Saved in:
10
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
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