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Time and the Price Impact of a...
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Dufour, Alfonso
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Engle, Robert F
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The Factor-Spline-GARCH Model for High and Low Frequency Correlations
Gonzalo Rangel, José
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Engle, Robert F
- In:
Journal of business & economic statistics : JBES ; a …
30
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2012
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1
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pp. 109-125
Persistent link: https://www.econbiz.de/10009840083
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INVITED EDITORIAL COMMENTS
Engle, Robert F
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The journal of portfolio management : a publication of …
36
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2010
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3
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pp. 1-4
Persistent link: https://www.econbiz.de/10008413217
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ARTICLES - Time and the Price Impact of a Trade
Dufour, Alfonso
;
Engle, Robert F.
- In:
The journal of finance : the journal of the American …
55
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2000
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6
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pp. 2467-2498
Persistent link: https://www.econbiz.de/10006566929
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Permanent trading impacts and bond yields
Dufour, Alfonso
;
Nguyen, Minh
- In:
The European journal of finance
18
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2012
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9
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pp. 841-865
Persistent link: https://www.econbiz.de/10010040802
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