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Dynamic nonparametric clustering of multivariate panel data
João, Igor Custodio; Schaumburg, Julia; Lucas, André; … - In: Journal of financial econometrics 22 (2024) 2, pp. 335-374
Persistent link: https://www.econbiz.de/10014526325
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Maximum-Likelihood estimation using the zig-zag algorithm
Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - In: Journal of financial econometrics 21 (2023) 4, pp. 1346-1375
Persistent link: https://www.econbiz.de/10014391462
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A descriptive study of high-frequency trade and quote option data
Andersen, Torben; Archakov, Ilya; Grund, Leon; Hautsch, … - In: Journal of financial econometrics 19 (2021) 1, pp. 128-177
Persistent link: https://www.econbiz.de/10012504324