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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Mykland, Per A."
~subject:"Autocorrelation"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of political economy
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The review of economics and statistics
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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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