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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Lucas, André"
~person:"Mykland, Per A."
~person:"Perron, Pierre"
~subject:"Time series analysis"
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Bollerslev, Tim
Lucas, André
Mykland, Per A.
Perron, Pierre
Corsi, Fulvio
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric Research Program research memorandum
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Handbook of econometrics : volume 4
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Rounding errors and volatility estimation
Li, Yingying
;
Mykland, Per A.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
2
,
pp. 478-504
Persistent link: https://www.econbiz.de/10011339292
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