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subject:"Innovation"
type_genre:"Sammlung"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"The European journal of finance"
~person:"Caporin, Massimiliano"
~person:"Meddahi, Nour"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Innovation
Volatility
Theorie
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Volatilität
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2
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USA
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United States
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1986-1996
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Caporin, Massimiliano
Meddahi, Nour
Bollerslev, Tim
3
Andersen, Torben
2
Catania, Leopoldo
2
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2
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2
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1
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1
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1
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1
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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
The European journal of finance
Econometric reviews
3
Journal of econometrics
3
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1
Econometric theory
1
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
Bonaccolto, G.
;
Caporin, Massimiliano
;
Zambon, N.
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1098-1116
Persistent link: https://www.econbiz.de/10012609265
Saved in:
2
Bootstrapping realized volatility
Gonçalves, Sílvia
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
77
(
2009
)
1
,
pp. 283-306
Persistent link: https://www.econbiz.de/10003866987
Saved in:
3
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
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