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Elsevier电子期刊(4)
在“
Elsevier电子期刊
”中,
命中:
4
条,耗时:0.1379345 秒
在所有数据库中总计命中:
4
条
1.
Testing the martingale hypothesis for gross returns
作者:
Oliver Linton
o
bl20
@cam.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Ekaterina Smetanina
;
es599@cam.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
C10
;
C22
;
G10
;
G14
刊名:Journal of Empirical Finance
出版年:2016
2.
Semiparametric dynamic portfolio choice with multiple conditioning variables
作者:
Jia Chen
a
;
jia.chen@york.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Degui Li
b
;
degui.li@york.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Oliver Linton
c
;
o
bl20
@cam.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Zudi Lu
d
;
Z.Lu@soton.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
C13
;
C14
;
C32
刊名:Journal of Econometrics
出版年:2016
3.
A nonparametric test of a strong leverage hypothesis
作者:
Oliver Linton
a
;
o
bl20
@cam.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yoon-Jae Whang
b
;
whang@snu.ac.kr"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
;
Yu-Min Yen
c
;
yyu_min@nccu.edu.tw"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
C14
;
C15
刊名:Journal of Econometrics
出版年:2016
4.
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error
作者:
Sujin Park
a
;
Seok Young Hong
b
;
Oliver Linton
c
;
o
bl20
@cam.ac.uk"
class
="auth_
mail
"
title
="E-
mail
the
corresponding
author
关键词:
Quadratic covariation
;
Market microstructure noise
;
Asynchronous observations
;
Fourier Realized Kernel
刊名:Journal of Econometrics
出版年:2016
1
按检索点细分(4)
作者(4)
按出版年细分(4)
2016年(4)
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