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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Li, Yingying"
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Volatility
Estimation theory
48
Schätztheorie
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Volatilität
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Time series analysis
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Market microstructure
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Marktmikrostruktur
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Theorie
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Bollerslev, Tim
Li, Yingying
Koopman, Siem Jan
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Todorov, Viktor
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Li, Jia
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Kumar, Dilip
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Teräsvirta, Timo
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Maheswaran, S.
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Tauchen, George Eugene
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Brandt, Michael W.
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Kim, Donggyu
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Mancino, Maria Elvira
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Andersen, Torben
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Liu, Zhi
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Silvennoinen, Annastiina
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Swanson, Norman R.
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Fan, Jianqing
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Ghysels, Eric
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Lucas, André
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Mykland, Per A.
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Spokojnyj, Vladimir G.
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Linton, Oliver
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Journal of econometrics
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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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International finance discussion papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The review of economics and statistics
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ECONIS (ZBW)
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
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