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subject:"Share price"
type:"book"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~subject:"Wirtschaftswachstum"
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Share price
Wirtschaftswachstum
Estimation
157
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Bohl, Martin T.
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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1
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
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
Saved in:
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
Saved in:
4
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
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
The growth effects of El Nino and La Nina : local weather conditions matter
Couharde, Cécile
;
Damette, Olivier
;
Generoso, Rémi
; …
-
2019
Persistent link: https://www.econbiz.de/10012793059
Saved in:
7
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
8
Foreign direct investment as a determinant of cross-country stock market comovement
Anagnostopoulos, Alexios
;
Atesagaoglu, Orhan Erem
; …
-
2019
-
This draft: July 22, 2019
Persistent link: https://www.econbiz.de/10012703237
Saved in:
9
Fast trading and the virtue of entropy : evidence from the foreign exchange market
Corsetti, Giancarlo
;
Lafarguette, Romain
;
Mehl, Arnaud
-
2019
Persistent link: https://www.econbiz.de/10012703265
Saved in:
10
Identifying global and national output and fiscal policy shocks using a GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2018
Persistent link: https://www.econbiz.de/10012672302
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