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isPartOf:"Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin"
type_genre:"Graue Literatur"
~isPartOf:"Cambridge working papers in economics"
~subject:"Liquidität"
~subject:"Share price"
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Liquidität
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Estimation
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Wolters, Jürgen
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Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
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Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
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2
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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3
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
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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
Nonparametric Euler equation identification and estimation
Escanciano, Juan Carlos
;
Hoderlein, Stefan
;
Lewbel, Arthur
-
2020
Persistent link: https://www.econbiz.de/10013205434
Saved in:
6
Simple nonparametric estimators for the bid-ask spread in the role model
Safronov, Mikhail
;
Linton, Oliver
;
Schneeberger, Stefan
-
2016
Persistent link: https://www.econbiz.de/10011455993
Saved in:
7
How do banks respond to increased funding uncertainty?
Ritz, Robert A.
;
Walther, Ansgar
-
2014
Persistent link: https://www.econbiz.de/10010366299
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8
Modeling dynamic diurnal patterns in high frequency financial data
Ito, Ryoko
-
2013
Persistent link: https://www.econbiz.de/10009737686
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9
Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia
;
Kapetanios, George
;
Pesaran, M. Hashem
-
2012
Persistent link: https://www.econbiz.de/10009579875
Saved in:
10
Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem
-
2010
Persistent link: https://www.econbiz.de/10003981032
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