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subject:"Schätzung"
subject:"Share price"
~isPartOf:"Journal of financial econometrics"
~person:"Grønneberg, Steffen"
~person:"Hong, Seok Young"
~subject:"Risikomaß"
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Schätzung
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Estimation
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Estimation theory
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expected shortfall
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Grønneberg, Steffen
Hong, Seok Young
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Journal of financial econometrics
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Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
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2
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
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