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subject:"Volatilität"
~isPartOf:"Discussion paper series"
~person:"Dhaene, Geert"
~subject:"mixed-frequency sampling"
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Volatilität
mixed-frequency sampling
ARCH model
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Estimation
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overnight returns
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Itō, Takatoshi
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Discussion paper series
Journal of econometrics
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KU Leuven Department of Economics, Discussion Paper Series DPS16.12
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The journal of futures markets
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Tijdschrift voor economie en management
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Sparse multivariate GARCH
Wu, Jianbin
;
Dhaene, Geert
-
2016
Persistent link: https://www.econbiz.de/10011707052
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2
Mixed-frequency multivariate GARCH
Dhaene, Geert
;
Wu, Jianbin
-
2016
Persistent link: https://www.econbiz.de/10011707062
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3
The risk-return tradeoff in international stock markets : one-step multivariate GARCH-M estimation with many assets
Dhaene, Geert
;
Sercu, Piet
;
Wu, Jianbin
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2016
Persistent link: https://www.econbiz.de/10011707065
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