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Ernst Schaumburg |
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Research Officer Phone (212) 720-2744 |
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Working Papers Decomposing Short-Term Return Reversal With Zhi Da and Qianqiu Liu Federal Reserve Bank of New York Staff Reports, 513, September 2011 Jump-Robust Volatility Estimation using Nearest Neighbor Truncation With Torben G. Andersen and Dobrislav Dobrev Federal Reserve Bank of New York Staff Reports, 465, August 2010 The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System.The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |
