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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University"
~person:"Andersen, Torben"
~person:"Gouriéroux, Christian"
~source:"econis"
~subject:"Core"
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Croux, Christophe
Andersen, Torben
Gouriéroux, Christian
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Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
Journal of econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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KBI
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Global COE Hi-Stat discussion paper series
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Special section on small-sample properties of generalized method of moments (GMM)
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Volatility
Andersen, Torben
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1992
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