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Estimating the equity premium
Freeman, M. C.; Davidson, I. R. - In: The European journal of finance 5 (1999) 3, pp. 236-246
Persistent link: https://www.econbiz.de/10001448370
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.; Bollerslev, Tim - 1999
Persistent link: https://www.econbiz.de/10001433207
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Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken - In: The European journal of finance 5 (1999) 2, pp. 109-122
Persistent link: https://www.econbiz.de/10001439621
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Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - 1999
Persistent link: https://www.econbiz.de/10001395178
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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. A. - 1999
Persistent link: https://www.econbiz.de/10001426216
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Adaptive estimation for a time inhomogeneous stochastic-volatility model
Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000
Persistent link: https://www.econbiz.de/10001470372
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Explaining bond returns in heterogeneous agent models : the importance of higher-order moments
Zhang, Harold H. - In: Journal of economic dynamics & control 24 (2000) 10, pp. 1381-1404
Persistent link: https://www.econbiz.de/10001495424
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James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001495720
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Performance-Messung schweizerischer Aktienfonds : Markt-Timing und Selektivität
Zimmermann, Heinz; Zogg-Wetter, Claudia - 1992
Persistent link: https://www.econbiz.de/10000837603
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Untersuchungen zur dynamischen Struktur des Wiener Aktienmarkts
Rünstler, Gerhard - 1992
Persistent link: https://www.econbiz.de/10000838938