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person:"Bollerslev, Tim"
subject:"Volatility"
~person:"Lucas, André"
~person:"Mykland, Per A."
~person:"Rodriguez, Gabriel"
~person:"Wang, Yazhen"
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Bollerslev, Tim
Lucas, André
Mykland, Per A.
Rodriguez, Gabriel
Wang, Yazhen
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19
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19
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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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42
Short patches of outliers, arch and volatility modeling
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
-
1998
Persistent link: https://www.econbiz.de/10000988100
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