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~isPartOf:"Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics"
~type_genre:"Graue Literatur"
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Treatment evaluation in the presence of sample selection
Huber, Martin
-
2009
Persistent link: https://www.econbiz.de/10003863050
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2
Infinitesimal robustness for diffusions
Vecchia, Davide la
;
Trojani, Fabio
-
2008
Persistent link: https://www.econbiz.de/10003723955
Saved in:
3
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
-
2008
Persistent link: https://www.econbiz.de/10003676667
Saved in:
4
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
5
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437486
Saved in:
6
Practical procedures to deal with common support problems in matching estimation
Lechner, Michael
;
Strittmatter, Anthony
-
2014
Persistent link: https://www.econbiz.de/10010437515
Saved in:
7
The finite sample performance of estimators for mediation analysis under sequential conditional independence
Huber, Martin
;
Lechner, Michael
;
Mellace, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010437539
Saved in:
8
Realized correlation tick-by-tick
Corsi, Fulvio
;
Audrino, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003419771
Saved in:
9
Regime switching stochastic volatility with skew, fat tails and leverage using returns and realized volatility contemporaneously
Trojan, Sebastian
-
2013
Persistent link: https://www.econbiz.de/10010243571
Saved in:
10
Radius matching on the propensity score with bias adjustment : finite sample behaviour, tuning parameters and software implementation
Huber, Martin
;
Lechner, Michael
;
Steinmayr, Andreas
-
2012
Persistent link: https://www.econbiz.de/10009719898
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