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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics"
~person:"Lucas, André"
~subject:"Scientific modelling"
~subject:"Theory"
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Search: subject_exact:"Estimation theory"
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Bollerslev, Tim
Lucas, André
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3
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Discussion paper / Tinbergen Institute / Tinbergen Institute
Journal of financial econometrics
Discussion paper / Tinbergen Institute
10
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6
Journal of econometrics
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Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
2
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans
;
Dijk, Dick van
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000986130
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