Funder
National Natural Science Foundation of China
Reference13 articles.
1. Price discovery and common factor models;Baillie;J. Financial Mark.,2002
2. A new approach to the decomposition of economic time series into permanent and transitory components with particular attention to the measurement of the ‘business cycle’;Beveridge;J. Monetary Econ.,1981
3. Managing Risk Exposure using the Risk Budgeting Approach;Bruder,2012
4. Price discovery in fragmented markets;De Jong;J. Financ. Econom.,2010
5. Sensitivity analysis of values at risk;Gourieroux;J. Empir. Financ.,2000