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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"
~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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Theory
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Volatilität
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1986-1996
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Bootstrap approach
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Bootstrap-Verfahren
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Deutschland
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Caporin, Massimiliano
Meddahi, Nour
Bollerslev, Tim
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Andersen, Torben
2
Acemoglu, Daron
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Aghion, Philippe
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Akcigit, Ufuk
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Alvarez, Fernando
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Carvalho, Vasco M.
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Collin-Dufresne, Pierre
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Duffie, Darrell
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Foster, Dean P.
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1
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1
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Hansen, Bruce E.
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Malamud, Semyon
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1
Pan, Jun
1
Sakata, Shinichi
1
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1
Singleton, Kenneth J.
1
Soulier, Philippe
1
Tahbaz-Saleh, Alireza
1
Todorov, Viktor
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
Econometric reviews
3
Journal of econometrics
3
Applied economics
1
Econometric theory
1
Economics letters
1
International economic review
1
International review of economics & finance : IREF
1
Journal of applied econometrics
1
Journal of economic surveys
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Journal of empirical finance
1
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 European journal of finance
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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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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
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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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