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person:"Kapetanios, George"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~person:"Todorov, Viktor"
~subject:"Volatility"
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
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ECONIS (ZBW)
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Time series models with a common stochastic variance for analysing economic time series
Koopman, Siem Jan
;
Bos, Charles S.
-
2002
Persistent link: https://www.econbiz.de/10001718624
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62
Model-based measurement of actual volatility in high-frequency data
Jungbacker, Borus
;
Koopman, Siem Jan
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2006
Persistent link: https://www.econbiz.de/10003331376
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