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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~accessRights:"restricted"
~person:"Carrasco, Marine"
~person:"Engle, Robert F."
~subject:"Correlation"
~subject:"Estimation"
~subject:"Nichtparametrisches Verfahren"
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Volatility
Correlation
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Nichtparametrisches Verfahren
Estimation theory
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ARCH-Modell
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integrated volatility
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Carrasco, Marine
Engle, Robert F.
Ahlgren, Niklas
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Antell, Jan
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Horváth, Lajos
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric reviews
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Handbook of econometrics : volume 6B
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
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Adaptive Realized Kernels
Carrasco, Marine
;
Kotchoni, Rachidi
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 757-797
Persistent link: https://www.econbiz.de/10011417704
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