David Veredas

发表

Recent developments in high frequency financial econometrics - Editor's introduction

Winfried Pohlmeier, Luc Bauwens, David Veredas, 2006 .

Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey

David Veredas, Andrea Silvestrini, A. Silvestrini, 2008 .

Indirect Estimation of Elliptical Stable Distributions

Marco J. Lombardi, David Veredas, David Veredas, 2007, Comput. Stat. Data Anal..

Comparison and Classification of Flexible Distributions for Multivariate Skew and Heavy-Tailed Data

Christophe Ley, David Veredas, Sladana Babic, 2019, Symmetry.

Notation: a l’Europe de jouer

David Veredas, 2011 .

Inference for vast dimensional elliptical distributions

Hiroaki Ogata, David Veredas, Yves Dominicy, 2013, Comput. Stat..

What pieces of LOB information are informative? An empirical analysis of a pure order driven market

David Veredas, Roberto Pascual, 2009 .

Statistical Estimation of Portfolios for Dependent Financial Returns

Cathy W. S. Chen, Hiroshi Shiraishi, Masanobu Taniguchi, 2012, Adv. Decis. Sci..

TEMPORAL AGGREGATION OF UNIVARIATE LINEAR TIME SERIES MODELS

David Veredas, Andrea Silvestrini, A. Silvestrini, 2005 .

Optimal Portfolios with End-of-Period Target

Hiroaki Ogata, Hiroshi Shiraishi, Masanobu Taniguchi, 2012, Adv. Decis. Sci..

A Comparison of Financial Duration Models Via Density Forecast

Luc Bauwens, David Veredas, Joachim Grammig, 2004 .

What pieces of limit order book information are informative

David Veredas, Roberto Pascual, 2004 .

On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach

David Veredas, Antoni Espasa, D. Veredas, 2002 .

Monitoring and Forecasting Annual Public Deficit. The Case of France

David Veredas, Andrea Silvestrini, Matteo Salto, 2005 .

The Stochastic Conditional Duration Model: A Latent Factor Model for the Analysis of Financial Durations

Luc Bauwens, David Veredas, L. Bauwens, 2004 .

What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders?

David Veredas, Roberto Pascual, 2008 .

The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility

Nikolaus Hautsch, David Veredas, D. Veredas, 2010 .

Monitoring and forecasting annual public deficit every month: the case of France

David Veredas, Andrea Silvestrini, Matteo Salto, 2008 .

Does the Open Limit Order Book Matter in Explaining Informational Volatilityq

David Veredas, Roberto Pascual, D. Veredas, 2010 .

Estimation of Stable Distributions by Indirect Inference

Eric Renault, René Garcia, David Veredas, 2009 .