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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Will bequests attenuate the predicted meltdown in stock prices when baby boomers retire?
Abel, Andrew B. - 2001
Persistent link: https://www.econbiz.de/10001557213
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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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The comovements between real activity and prices at different business cycle frequences
Den Haan, Wouter J. - 1996
Persistent link: https://www.econbiz.de/10000588582
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Modeling model uncertainty
Onatski, Alexei; Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001746748
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Tempered particle filtering
Herbst, Edward P.; Schorfheide, Frank - 2017
Persistent link: https://www.econbiz.de/10011674409
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Long-term memory in stock market prices
Lo, Andrew W. - 1989
Persistent link: https://www.econbiz.de/10000767657
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No news is good news : an asymmetric model of changing volatility in stock returns
Campbell, John Y. - In: Journal of financial economics 31 (1992) 3, pp. 281-318
Persistent link: https://www.econbiz.de/10001131966