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Market risk models for intraday data
Giot, Pierre - In: The European journal of finance 11 (2005) 4, pp. 309-324
Persistent link: https://www.econbiz.de/10003081478
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Market risk models for intraday data
Giot, Pierre - In: The European journal of finance 11 (2005) 4, pp. 309-324
Persistent link: https://www.econbiz.de/10005921065
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Short-term market timing using the bond-equity yield ratio
Giot, Pierre; Petitjean, Mikael - In: The European journal of finance 15 (2009) 3-4, pp. 365-384
Persistent link: https://www.econbiz.de/10008275566
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Short-term market timing using the bond-equity yield ratio
Giot, Pierre; Petitjean, Mikael - In: The European journal of finance 15 (2009) 3/4, pp. 365-384
Persistent link: https://www.econbiz.de/10003875468
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Limit order books and trade informativeness
Beltran-Lopez, Hlena; Grammig, Joachim; Menkveld, Albert J. - In: The European journal of finance 18 (2012) 9, pp. 737-760
Persistent link: https://www.econbiz.de/10010040797
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Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael - In: The European journal of finance 15 (2009) 5, pp. 511-532
Persistent link: https://www.econbiz.de/10008285613
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Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
Grammig, Joachim; Schrimpf, Andreas; Schuppli, Michael - In: The European journal of finance 15 (2009) 5, pp. 511-533
Persistent link: https://www.econbiz.de/10008744149
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9, pp. 775-798
Persistent link: https://www.econbiz.de/10010040799
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780