Narrow search
Showing 1 - 10 of 91
Cover Image
Price discovery in dual-class shares across multiple markets
Fernandes, Marcelo; Scherrer, Cristina M. - 2014
Persistent link: https://www.econbiz.de/10010336589
Cover Image
Improving on daily measures of price discovery
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, … - 2016
Persistent link: https://www.econbiz.de/10011541625
Cover Image
Price discovery in a continuous-time setting
Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, … - In: Journal of financial econometrics 19 (2021) 5, pp. 985-1008
Persistent link: https://www.econbiz.de/10012799058
Cover Image
Central limit theorem for asymmetric kernel functionals
Fernandes, Marcelo - 2000
Persistent link: https://www.econbiz.de/10001480441
Cover Image
Non-linearity and exchange rates
Fernandes, Marcelo - In: Journal of forecasting 17 (1998) 7, pp. 497-514
Persistent link: https://www.econbiz.de/10001363622
Cover Image
Economics and literature : an examination of Gulliver's travels
Fernandes, Marcelo - In: Journal of economic studies 28 (2001) 2/3, pp. 92-105
Persistent link: https://www.econbiz.de/10001585848
Cover Image
Testing for a flexible non-linear link between short-term Eurorates and spreads
Fernandes, Marcelo - In: The European journal of finance 9 (2003) 2, pp. 125-145
Persistent link: https://www.econbiz.de/10001756876
Cover Image
Bounds for the probability distribution function of the linear ACD process
Fernandes, Marcelo (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953810
Cover Image
Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo - In: Journal of economic dynamics & control 30 (2006) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10003251178
Cover Image
Non-parametric specification tests for conditional duration models
Fernandes, Marcelo; Grammig, Joachim - 2000
Persistent link: https://www.econbiz.de/10001480448