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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Econometric analysis of financial and economic time series ; part a"
~person:"Ghysels, Eric"
~person:"Gouriéroux, Christian"
~subject:"Schätzung"
~subject:"Statistical inference"
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Volatilität
Schätzung
Statistical inference
Börsenkurs
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Estimation theory
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Schätztheorie
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Share price
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Statistical distribution
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Corsi, Fulvio
Ghysels, Eric
Gouriéroux, Christian
Andreou, Elena
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Baur, Dirk
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Econometric analysis of financial and economic time series ; part a
Journal of econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Série des documents de travail
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Centre for Economic Policy Research
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Annales d'économie et de statistique
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Cahier / Département de Sciences Économiques, Université de Montréal
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Econometric theory
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Journal of banking & finance
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Journal of financial econometrics
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Journal of international money and finance
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L' Actualité économique : revue trimest.
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L' économétrie appliquée
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Quaderni del Dipartimento di economia politica e statistica
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Research paper series / Swiss Finance Institute
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Staff working paper / Bank of Canada
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The review of economic studies : RES
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Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
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2006
Persistent link: https://www.econbiz.de/10003331375
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