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| Dec 30 2024 |
Georgios Garafas |
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From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting. |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 08 2020 |
Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat |
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Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 05 2014 |
Alexandru Todea and Andrei Rusu |
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Liquidity, information and market efficiency: an intraday approach on a frontier stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 23 2012 |
Shuichi Nagata |
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Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 13 2012 |
Benoît Sévi and César Baena |
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A reassessment of the risk-return tradeoff at the daily horizon |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 16 2011 |
Raul Matsushita and Sergio Da Silva |
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A log-periodic fit for the flash crash of May 6, 2010 |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 08 2010 |
Masato Ubukata |
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Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 17 2007 |
Matei Demetrescu |
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Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
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Abstract Contact Information Citation Full Text - Note |
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