Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: parent exact "JOURNAL OF FINANCIAL ECONOMETRICS" Add to list Journal Article A1 A coskewnesss shrinkage approach for estimating the skewness of linear combinations of random variables Kris Boudt (UGent) , Dries Cornilly and Tim Verdonck (2020) JOURNAL OF FINANCIAL ECONOMETRICS. 18(1). p.1-23 Add to list Journal Article A1 open access Smoothing it out : empirical and simulation results for disentangled realized covariances Harry Vander Elst and David Veredas (UGent) (2017) JOURNAL OF FINANCIAL ECONOMETRICS. 15(1). p.106-138 Add to list Journal Article A1 Outlyingness weighted covariation Kris Boudt (UGent) , Christophe Croux and Sebastien Laurent (2011) JOURNAL OF FINANCIAL ECONOMETRICS. 9(4). p.657-684 Add to list Journal Article A1 Does the open limit order book matter in explaining informational volatility? R. Pascual and David Veredas (UGent) (2010) JOURNAL OF FINANCIAL ECONOMETRICS. 8(1). p.57-87