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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Journal of financial econometrics"
~person:"Alizadeh, Sassan"
~person:"Lucas, André"
~person:"Tauchen, George Eugene"
~person:"Teräsvirta, Timo"
~subject:"Scientific modelling"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Volatility
Scientific modelling
Analysis of variance
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Estimation
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Estimation theory
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Kapitaleinkommen
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heavy tails
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Alizadeh, Sassan
Lucas, André
Tauchen, George Eugene
Teräsvirta, Timo
Sancetta, Alessio
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Buccheri, Giuseppe
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Chen, Feng
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Cipollini, Fabrizio
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Dunsmuir, William T.M.
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Opschoor, Anne
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Sucarrat, Genaro
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Taylor, Stephen
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Toscano, Giacomo
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Wee, Damien C.H.
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Xu, Lina
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Journal of financial econometrics
Journal of econometrics
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Econometric reviews
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Econometrics : open access journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Computation and estimation in finance and economics
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Econometric theory
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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
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International journal of forecasting
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Journal of empirical finance
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Journal of forecasting
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
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