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An econometric analysis of nonsynchronous-trading
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000765761
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - 1997
Persistent link: https://www.econbiz.de/10000645107
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Econometrics for decision making : building foundations sketched by Haavelmo and Wald
Manski, Charles F. - 2019
Persistent link: https://www.econbiz.de/10012174825
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Leave-out estimation of variance components
Kline, Patrick; Saggio, Raffaele; Sølvsten, Mikkel - 2019
Persistent link: https://www.econbiz.de/10012116080
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Using samples of unequal length in generalized method of moments estimation
Lynch, Anthony W.; Wachter, Jessica - 2008
Persistent link: https://www.econbiz.de/10003770562
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Exchange rate and current account dynamics under rational expectations : an econometric analysis
Papell, David H. - 1985
Persistent link: https://www.econbiz.de/10000684904
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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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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112
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"Peso problem" explanations for term structure anomalies
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000638171