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Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain P.; Chiquoine, Benjamin; Hjalmarsson, Erik; … - In: Journal of empirical finance 17 (2010) 2, pp. 212-241
Persistent link: https://www.econbiz.de/10008387160
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Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico - In: Journal of empirical finance 1 (1993) 2, pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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Jackknifing stock return predictions
Chiquoine, Benjamin; Hjalmarsson, Erik - In: Journal of empirical finance 16 (2009) 5, pp. 793-803
Persistent link: https://www.econbiz.de/10003900408
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Jackknifing stock return predictions
Chiquoine, Benjamin; Hjalmarsson, Erik - In: Journal of empirical finance 16 (2009) 5, pp. 793-803
Persistent link: https://www.econbiz.de/10008323264
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Jackknifing stock return predictions
Chiquoine, Benjamin; Hjalmarsson, Erik - In: Journal of empirical finance 16 (2009) 5, pp. 793-804
Persistent link: https://www.econbiz.de/10008896101
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Maximal predictability under long-term mean reversion
Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282
Persistent link: https://www.econbiz.de/10012102446