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person:"Ōkusa, Yasushi"
subject:"Japan"
~isPartOf:"Journal of applied econometrics"
~person:"Bollerslev, Tim"
~person:"Nakajima, Jouchi"
~person:"Tauchen, George Eugene"
~subject:"Zeitreihenanalyse"
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Ōkusa, Yasushi
Bollerslev, Tim
Nakajima, Jouchi
Tauchen, George Eugene
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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