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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010435577
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Simulation based method of moments
Liesenfeld, Roman; Breitung, Jörg - In: Generalized method of moments estimation, (pp. 275-300). 1999
Persistent link: https://www.econbiz.de/10001437816
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992441
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10010405873
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10009578008
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Modeling and forecasting of realized covariance matrices of asset returns using state-space models
Hartkopf, Jan Patrick - 2021
Persistent link: https://www.econbiz.de/10013264907
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Simulation based methods of moments in empirical finance
Liesenfeld, Roman - 1998
Persistent link: https://www.econbiz.de/10013268645
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Dynamic bivariate mixture models : modeling the behavior of prices and trading volume
Liesenfeld, Roman - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 101-109
Persistent link: https://www.econbiz.de/10001231021
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A generalized bivariate mixture model for stock price volatility and trading volume
Liesenfeld, Roman - In: Journal of econometrics 104 (2001) 1, pp. 141-178
Persistent link: https://www.econbiz.de/10001589531
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Trading volume and the short and long-run components of volatility
Liesenfeld, Roman - 1997
Persistent link: https://www.econbiz.de/10000641845