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2016
Mark Efficient multipowers
Kolokolov, Aleksey ^LU and Reno, Roberto (2016) In Working Papers in Statistics
- Working paper/Preprint › Working paper
2012
Mark Effect of jumps on causation patterns: an international investigation
Javed, Farrukh ^LU (2012) In International Journal of Computational Economics and Econometrics
- Contribution to specialist publication or newspaper › Specialist publication article
2009
Mark Essays on stochastic volatility
Nossman, Marcus ^LU (2009) In Lund Economic Studies 154.
- Thesis › Doctoral thesis (compilation)
Mark Measuring Event Risk
Vilhelmsson, Anders ^LU and Nyberg, Peter (2009) In Journal of Financial Econometrics 7(3). p.265-287
- Contribution to journal › Article
2008
Mark Essays on Realized Volatility and Jumps
Larsson, Marcus ^LU (2008) In Lund Economic Studies 147.
- Thesis › Doctoral thesis (compilation)