Narrow search
Showing 1 - 10 of 112,475
Cover Image
The statistics of capture ratios
Jiang, Ruihong; Saunders, David M.; Weng, Chengguo - In: Journal of risk 25 (2022) 1, pp. 75-110
Persistent link: https://www.econbiz.de/10013549682
Cover Image
Statistical modeling of stock returns: explanatory or descriptive? : a historical survey with some methodological reflections
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas - In: Journal of economic surveys 30 (2016) 1, pp. 149-164
Persistent link: https://www.econbiz.de/10011553044
Cover Image
Statistical tests of distributional scaling properties for financial return series
Hallam, Mark; Olmo, Jose - In: Quantitative finance 18 (2018) 7, pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
Cover Image
Bayesian portfolio mean-variance efficiency test with sampling error of Sharpe ratio
Kao, Lie-Jane; Huei Ching Soo; Lee, Cheng F. - 2024
Persistent link: https://www.econbiz.de/10015049997
Cover Image
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Cover Image
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - In: Journal of econometrics 203 (2018) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
Cover Image
Comparing large-sample maximum Sharpe ratios and incremental variable testing
Hanke, Michael; Penev, Spiridon - In: European journal of operational research : EJOR 265 (2018) 2, pp. 571-579
Persistent link: https://www.econbiz.de/10011811449
Cover Image
Statistical properties of microstructure noise
Jacod, Jean; Li, Yingying; Zheng, Xinghua - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Cover Image
A note on intraday event studies
Marshall, Ben R.; Nguyen, Nick; Visaltanachoti, Nuttawat - In: The European accounting review 28 (2019) 3, pp. 605-619
Persistent link: https://www.econbiz.de/10012195354
Cover Image
Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus; Hautsch, Nikolaus; Malec, Peter; … - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 419-435
Persistent link: https://www.econbiz.de/10012178185