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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Economic modelling"
~person:"Lucas, André"
~person:"Maheswaran, S."
~person:"McAleer, Michael"
~subject:"Schätztheorie"
~subject:"Scientific modelling"
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Börsenkurs
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2
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Bollerslev, Tim
Lucas, André
Maheswaran, S.
McAleer, Michael
Kumar, Dilip
4
Månsson, Kristofer
3
Shukur, Ghazi
3
Sriananthakumar, Sivagowry
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Wu, Jianhong
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A reflection principle for a random walk with implications for volatility estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
2
Detecting sudden changes in volatility estimated from high, low and closing prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
31
(
2013
),
pp. 484-491
Persistent link: https://www.econbiz.de/10009730777
Saved in:
3
An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
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