| 1 |
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Identification of Unknown Common Factors: Leaders and Followers
|
Parker, Jason; Sul, Donggyu
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American Statistical Association
|
2016
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| 2 |
|
Editorial Board EOV
|
unknown
|
American Statistical Association
|
2016
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| 3 |
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Flat-Top Realized Kernel Estimation of Quadratic Covariation With Nonsynchronous and Noisy Asset Prices
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Varneskov, Rasmus Tangsgaard
|
American Statistical Association
|
2016
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| 4 |
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Graphical Network Models for International Financial Flows
|
Giudici, P.; Spelta, A.
|
American Statistical Association
|
2016
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| 5 |
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Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
|
Hillebrand, Eric; Medeiros, Marcelo C.
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American Statistical Association
|
2016
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| 6 |
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Incorporating Global Industrial Classification Standard Into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator With High-Frequency Data
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Fan, Jianqing; Furger, Alex; Xiu, Dacheng
|
American Statistical Association
|
2016
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| 7 |
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Some Methods for Analyzing Big Dependent Data
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Tsay, Ruey S.
|
American Statistical Association
|
2016
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| 8 |
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Distillation of News Flow Into Analysis of Stock Reactions
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Zhang, Junni L.; Härdle, Wolfgang K.; Chen, Cathy Y.; Bommes, Elisabeth
|
American Statistical Association
|
2016
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| 9 |
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The Risk of a Mortality Catastrophe
|
Bauer, Daniel; Kramer, Florian
|
American Statistical Association
|
2016
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| 10 |
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Using the Bootstrap to Test for Symmetry Under Unknown Dependence
|
Psaradakis, Zacharias
|
American Statistical Association
|
2016
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