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subject:"Mathematics"
~isPartOf:"Journal of econometrics"
~subject:"Mathematische Optimierung"
~subject:"Schätztheorie"
~subject:"Volatility"
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Mathematics
Mathematische Optimierung
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Journal of econometrics
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
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