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Realized volatility forecasting in the presence of time-varying noise

Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 3, pp. 331-345

Persistent link: https://www.econbiz.de/10009785979

Realized volatility forecasting and option pricing

Bandi, Federico M.; Russell, Jeffrey R.; Yang, Chen - In: Journal of econometrics 147 (2008) 1, pp. 34-46

Persistent link: https://www.econbiz.de/10003783782

Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations

Bandi, Federico M.; Russell, Jeffrey R. - In: Journal of econometrics 160 (2011) 1, pp. 145-159

Persistent link: https://www.econbiz.de/10009242529

Separating microstructure noise from volatility

Bandi, Federico M.; Russell, Jeffrey R. - In: Journal of financial economics 79 (2006) 3, pp. 655-692

Persistent link: https://www.econbiz.de/10003289304

Using high-frequency data in dynamic portfolio choice

Bandi, Federico M.; Russell, Jeffrey R.; Zhu, Yinghua - In: Econometric reviews 27 (2008) 1/3, pp. 163-198

Persistent link: https://www.econbiz.de/10003761222

Volatility

Bandi, Federico M.; Russell, Jeffrey R. - In: Financial engineering, (pp. 183-222). 2008

Persistent link: https://www.econbiz.de/10003567122

Short-term interest rate dynamics : a spatial approach

Bandi, Federico M. - In: Journal of financial economics 65 (2002) 1, pp. 73-110

Persistent link: https://www.econbiz.de/10001690103

Institutional constraints on changes in ownership and control within Chinese publicly listed companies

Chen, Yang; Sanders, Richard - In: Sustaining China's economic growth in the twenty-first …, (pp. 117-132). 2003

Persistent link: https://www.econbiz.de/10001761424

China's path to the "new economy" : an institutional approach

Sanders, Richard; Chen, Yang - In: Emergo : journal of transforming economies and societies 10 (2003) 2, pp. 32-45

Persistent link: https://www.econbiz.de/10001831932

China's path to the new economy an institutional approach

Sanders, Richard (contributor); Chen, Yang (contributor) - 2003 - [Elektronische Ressource]

As a driving force of the New Economy, the role of government in the development of high-tech sectors in China is the focus of this paper. Adopting an institutional approach, we argue that China has coped with simultaneous economic development and institutional transition within its unique...

Persistent link: https://www.econbiz.de/10001916021