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Economic Statistics, Econometrics, Business Informatics
Hits 71-80 within 159 documents
Unexpected volatiltiy and intraday serial correlation [journal article]
Source: Quantitative Finance, 9 (2009) 4. p.465-475
An analysis of new firm survival using a hazard function [journal article]
Source: Applied Economics, 42 (2009) 2. p.185-195
Two estimators of the long-run variance: beyond short memory [journal article]
Source: Journal of Econometrics, 150 (2009) 1. p.56-70
Whittle estimation of EGARCH and other exponential volatility models [journal article]
Source: Journal of Econometrics, 151 (2009) 2. p.190-200
Do horses like vodka and sponging? On market manipulation and the favourite-longshot bias [journal article]
Source: Applied Economics, 40 (2008) 1. p.75-87
Double knock-out Asian barrier options which widen or contract as they approach maturity [journal article]
Source: Quantitative Finance, 9 (2009) 3. p.329-340
A double-hurdle approach to modelling tobacco consumption in Italy [journal article]
Source: Applied Economics, 40 (2008) 19. p.2463-2476
Analysis of the rebalancing frequency in log-optimal portfolio selection [journal article]
Source: Quantitative Finance, 10 (2010) 2. p.221-234
A two factor model to combine US inflation forecasts [journal article]
Source: Applied Economics, 38 (2006) 18. p.2191-2197
The prices of material and intermediate inputs in UK manufacturing: identifying the contributions of world prices and domestic factor costs [journal article]
Source: Applied Economics, 39 (2007) 7. p.859-882