Browse by Journal and Volume
Up a level |
Number of items: 2.
Cartea, Alvaro and Karyampas, Dimitrios (2016) The relationship between the volatility of returns and the number of jumps in financial markets. Econometric Reviews 35 (6), pp. 929-950. ISSN 0747-4938.
Kapetanios, G. and Psaradakis, Zacharias (2014) Semiparametric sieve-type generalized least squares inference. Econometric Reviews 35 (6), pp. 951-985. ISSN 0747-4938.