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Stock Price Crashes: Role of Slow-Moving Capital 智库出版物
2017
作者:  Mila Getmansky;  Ravi Jagannathan;  Loriana Pelizzon;  Ernst Schaumburg;  Darya Yuferova
Adobe PDF(869Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation 智库出版物
2011
作者:  Torben G. Andersen;  Dobrislav Dobrev;  Ernst Schaumburg
Adobe PDF(1755Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/08
Jump-Robust Volatility Estimation using Nearest Neighbor Truncation 智库出版物
2009
作者:  Torben G. Andersen;  Dobrislav Dobrev;  Ernst Schaumburg
Adobe PDF(1014Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Causes of the Great Recession of 2007-9: The Financial Crisis is the Symptom not the Disease! 智库出版物
2009
作者:  Ravi Jagannathan;  Mudit Kapoor;  Ernst Schaumburg
Adobe PDF(735Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08
Intertemporal Disturbances 智库出版物
2006
作者:  Giorgio E. Primiceri;  Ernst Schaumburg;  Andrea Tambalotti
Adobe PDF(332Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/08