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subject:"Volatilität"
~accessRights:"restricted"
~person:"Hautsch, Nikolaus"
~source:"econis"
~subject:"Method of moments"
~type_genre:"Aufsatz in Zeitschrift"
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Volatilität
Method of moments
Börsenkurs
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Hautsch, Nikolaus
Gupta, Rangan
52
Ma, Feng
25
Bouri, Elie
22
Bahmani-Oskooee, Mohsen
21
Balcilar, Mehmet
19
Pierdzioch, Christian
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Wohar, Mark E.
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Tiwari, Aviral Kumar
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Todorov, Viktor
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Xuan Vinh Vo
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Kang, Sang Hoon
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Mensi, Walid
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Li, Jia
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Wei, Yu
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Wu, Xinyu
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Bollerslev, Tim
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Lee, Chien-chiang
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Yoon, Seong-min
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Zhang, Yaojie
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Zhu, Huiming
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Kumar, Dilip
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Nonejad, Nima
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Wang, Yudong
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Jawadi, Fredj
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Brooks, Robert
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Chevallier, Julien
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Demirer, Rıza
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Hammoudeh, Shawkat
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Ji, Qiang
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McAleer, Michael
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Clements, Adam
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Gil-Alaña, Luis A.
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Roubaud, David
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Salisu, Afees A.
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Sehgal, Sanjay
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Shi, Yanlin
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Tauchen, George Eugene
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Yin, Libo
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Apergēs, Nikolaos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Estimating the spot covariation of asset prices : statistical theory and empirical evidence
Bibinger, Markus
;
Hautsch, Nikolaus
;
Malec, Peter
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 419-435
Persistent link: https://www.econbiz.de/10012178185
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