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~isPartOf:"Journal of financial econometrics"
~person:"Barunik, Jozef"
~person:"Engle, Robert F."
~person:"Hasbrouck, Joel"
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Börsenkurs
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Barunik, Jozef
Engle, Robert F.
Hasbrouck, Joel
Hansen, Peter Reinhard
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Journal of financial econometrics
Discussion paper / Department of Economics, University of California San Diego
11
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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The journal of finance : the journal of the American Finance Association
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Forecasting volatility in the financial markets
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Georgetown McDonough School of Business Research Paper
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Georgetown McDonough School of Business Research Paper 2012-16
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International review of financial analysis
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Selected papers from a Symposium on Market Microstructure
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ECONIS (ZBW)
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News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
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2
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
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3
Price discovery in high resolution
Hasbrouck, Joel
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 395-430
Persistent link: https://www.econbiz.de/10012654935
Saved in:
4
Comment on: price discovery in high resolution
Brugler, James
;
Comerton-Forde, Carole
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 431-438
Persistent link: https://www.econbiz.de/10012654938
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5
Comment on: price discovery in high resolution
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 439-451
Persistent link: https://www.econbiz.de/10012654941
Saved in:
6
Comment on: price discovery in high resolution
Jong, Frank de
- In:
Journal of financial econometrics
19
(
2021
)
3
,
pp. 452-458
Persistent link: https://www.econbiz.de/10012654944
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