Browsing All of EconStor by Author Schaumburg, Ernst
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2003 | An investigation of the gains from commitment in monetary policy | Schaumburg, Ernst; Tambalotti, Andrea |
2010 | Jump-robust volatility estimation using nearest neighbor truncation | Andersen, Torben G.; Dobrev, Dobrislav; Schaumburg, Ernst |
2011 | Decomposing short-term return reversal | Da, Zhi; Liu, Qianqiu; Schaumburg, Ernst |
2016 | Characteristic-sorted portfolios: Estimation and inference | Cattaneo, Matias D.; Crump, Richard K.; Farrell, Max H.; Schaumburg, Ernst |
2021 | Recovery from fast crashes: Role of mutual funds | Jagannathan, Ravi; Pelizzon, Loriana; Schaumburg, Ernst; Getmansky Sherman, Mila; Yuferova, Darya |