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ECONIS (ZBW)
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High-frequency cross-market trading : model free measurement and applications
Dobrev, Dobrislav
;
Schaumburg, Ernst
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2017
-
This version: December 30, 2016
Persistent link: https://www.econbiz.de/10012805580
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2
Using principal component analysis to estimate a highdimensional factor model with high-frequency data
Aït-Sahalia, Yacine
;
Xiu, Dacheng
-
2017
Persistent link: https://www.econbiz.de/10012806600
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3
money market funds, shadow banking and systemic risk in united kingdom
Bellavite Pellegrini, Carlo
;
Meoli, Michele
;
Urga, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10012806609
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4
Asymmetric jump beta estimation with implications forportfolio risk management
Alexeev, Vitali
;
Urga, Giovanni
;
Yao, Wenying
-
2017
Persistent link: https://www.econbiz.de/10012806610
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5
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models
2017
Persistent link: https://www.econbiz.de/10012806611
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6
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
-
2017
-
This version: 24 April 2017
Persistent link: https://www.econbiz.de/10013369926
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7
On the instability of long-run money demand and the welfare cost of inflation in the U.S.
Mogliani, Matteo
;
Urga, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10013369927
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8
Measuring and assessing the evolution of liquidity in forward natural gas markets : the case of the UK national balancing point
De Menezes, Lilian M.
;
Russo, Marianna
;
Urga, Giovanni
-
2017
Persistent link: https://www.econbiz.de/10013369928
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9
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
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10
Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011284807
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