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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Liu, Zhi"
~subject:"Marktmikrostruktur"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Global COE Hi-Stat discussion paper series
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International journal of forecasting
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Quaderni del Dipartimento di economia politica e statistica
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The North American journal of economics and finance : a journal of financial economics studies
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Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854418
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