Narrow search
Showing 1 - 3 of 3
Cover Image
Determination of vector error correction models in high dimensions
Liang, Chong; Schienle, Melanie - In: Journal of econometrics 208 (2019) 2, pp. 418-441
Persistent link: https://www.econbiz.de/10012145046
Cover Image
Large-scale portfolio allocation under transaction costs and model uncertainty
Hautsch, Nikolaus; Voigt, Stefan - In: Journal of econometrics 212 (2019) 1, pp. 221-240
Persistent link: https://www.econbiz.de/10012303923
Cover Image
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben; Archakov, Ilya; Cebiroglu, Gökhan; … - In: Journal of econometrics 230 (2022) 2, pp. 510-534
Persistent link: https://www.econbiz.de/10013464102