Volume 24; Issue 2

1

Realized Variance and Market Microstructure Noise

Year:
2006
Language:
english
File:
PDF, 1.33 MB
english, 2006
2

Properties of Realized Variance Under Alternative Sampling Schemes

Year:
2006
Language:
english
File:
PDF, 554 KB
english, 2006
4

Front Matter

Year:
2006
Language:
english
File:
PDF, 371 KB
english, 2006
5

Realized Variance and Market Microstructure Noise

Year:
2006
Language:
english
File:
PDF, 5.41 MB
english, 2006
10

[Realized Variance and Market Microstructure Noise]: Comment

Year:
2006
Language:
english
File:
PDF, 547 KB
english, 2006
11

[Realized Variance and Market Microstructure Noise]: Comment

Year:
2006
Language:
english
File:
PDF, 1.35 MB
english, 2006
12

[Realized Variance and Market Microstructure Noise]: Comment

Year:
2006
Language:
english
File:
PDF, 526 KB
english, 2006
13

[Realized Variance and Market Microstructure Noise]: Comment

Year:
2006
Language:
english
File:
PDF, 1.05 MB
english, 2006
16

Properties of Realized Variance under Alternative Sampling Schemes

Year:
2006
Language:
english
File:
PDF, 2.75 MB
english, 2006
17

Back Matter

Year:
2006
Language:
english
File:
PDF, 1.86 MB
english, 2006
18

Comment

Year:
2006
Language:
english
File:
PDF, 229 KB
english, 2006
19

Comment

Year:
2006
Language:
english
File:
PDF, 286 KB
english, 2006
20

Testing and Valuing Dynamic Correlations for Asset Allocation

Year:
2006
Language:
english
File:
PDF, 363 KB
english, 2006
21

Comment

Year:
2006
Language:
english
File:
PDF, 224 KB
english, 2006
22

Comment

Year:
2006
Language:
english
File:
PDF, 156 KB
english, 2006
23

Comment

Year:
2006
Language:
english
File:
PDF, 144 KB
english, 2006
24

Comment

Year:
2006
Language:
english
File:
PDF, 146 KB
english, 2006
25

Comment

Year:
2006
Language:
english
File:
PDF, 326 KB
english, 2006
26

Comment

Year:
2006
Language:
english
File:
PDF, 261 KB
english, 2006
27

Comment

Year:
2006
Language:
english
File:
PDF, 271 KB
english, 2006
28

Rejoinder

Year:
2006
Language:
english
File:
PDF, 482 KB
english, 2006