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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~person:"Bee, Marco"
~person:"Campbell, John Y."
~person:"Kapetanios, George"
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Zeitreihenanalyse
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Newbold, Paul
Bee, Marco
Campbell, John Y.
Kapetanios, George
Kim, Chang-Jin
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Taylor, Robert
2
Arakelian, V.
1
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Journal of empirical finance
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ECONIS (ZBW)
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Realizing the extremes : estimation of tail-risk measures from a high-frequency perspective
Bee, Marco
;
Dupuis, Debbie J.
;
Trapin, Luca
- In:
Journal of empirical finance
36
(
2016
),
pp. 86-99
Persistent link: https://www.econbiz.de/10011662757
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
3
Why long horizons? : A study of power against persistent alternatives
Campbell, John Y.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 459-491
Persistent link: https://www.econbiz.de/10001655350
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