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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Econometric theory"
~person:"Alizadeh, Sassan"
~person:"Hafner, Christian M."
~person:"Li, Jia"
~subject:"Volatilität"
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Volatility
Volatilität
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Croux, Christophe
Alizadeh, Sassan
Hafner, Christian M.
Li, Jia
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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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Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
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2
Estimating the volatility occupation time via regularized Laplace inversion
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1253-1288
Persistent link: https://www.econbiz.de/10011661745
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