Narrow search
Showing 1 - 7 of 7
Cover Image
On frequent batch auctions for stocks
Jagannathan, Ravi - In: Journal of financial econometrics 20 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012878116
Cover Image
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 19 (2021) 3, pp. 459-464
Persistent link: https://www.econbiz.de/10012654948
Cover Image
Comment on: price discovery in high resolution and the analysis of mixed frequency data
Ghysels, Eric - In: Journal of financial econometrics 21 (2023) 1, pp. 260
Persistent link: https://www.econbiz.de/10013542868
Cover Image
Mixed-frequency macro-finance factor models : theory and applications
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - In: Journal of financial econometrics 18 (2020) 3, pp. 585-628
Persistent link: https://www.econbiz.de/10012316703
Cover Image
Rejoinder on: price discovery in high resolution
Hasbrouck, Joel - In: Journal of financial econometrics 19 (2021) 3, pp. 465-471
Persistent link: https://www.econbiz.de/10012654950
Cover Image
High-dimensional granger causality tests with an application to VIX and news
Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of financial econometrics 22 (2024) 3, pp. 605-635
Persistent link: https://www.econbiz.de/10015045166
Cover Image
Special issue on machine learning
Ghysels, Eric (ed.); Kelly, Bryan T. (ed.); Xiu, Dacheng (ed.) - 2024
Persistent link: https://www.econbiz.de/10015045198