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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Liu, Zhi"
~person:"Sun, Yixiao"
~subject:"Regression analysis"
~subject:"Zeitreihenanalyse"
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Croux, Christophe
Liu, Zhi
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The North American journal of economics and finance : a journal of financial economics studies
KBI
18
Journal of econometrics
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
5
Econometric theory
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Recent work / Department of Economics, UC San Diego
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Discussion paper / Department of Economics, University of California San Diego
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Essays in honor of Joon Y. Park : econometric theory
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European journal of operational research : EJOR
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Finance and stochastics
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International journal of forecasting
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Journal of econometric methods
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Journal of financial econometrics
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Journal of the American Statistical Association : JASA
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Recent work / Department of Economics, UCSD
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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