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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - 2017
Persistent link: https://www.econbiz.de/10011691484
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The design and regulation of high frequency traders
Ladley, Dan - 2019
Persistent link: https://www.econbiz.de/10012098523
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COVID-induced economic uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020
Persistent link: https://www.econbiz.de/10012204869
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On the dynamics of asset prices
Estola, Matti; Hokkanen, Veli-Matti - 1998
Persistent link: https://www.econbiz.de/10000991025
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173
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An evaluation of volatility forecasting techniques
Brailsford, Timothy J.; Faff, Robert W. - 1994
Persistent link: https://www.econbiz.de/10000894255
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Fundamental volatility and financial stability
Desgranges, Gabriel; Gauthier, Stéphane - 2023
Persistent link: https://www.econbiz.de/10014383374
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Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao; McAleer, Michael; Oya, Kosuke - 2011 - 1. version, rev.
Persistent link: https://www.econbiz.de/10009012211