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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Journal of financial econometrics"
~person:"Bollerslev, Tim"
~person:"Chang, Tsangyao"
~subject:"Kaufkraftparität"
~subject:"Panel"
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Bollerslev, Tim
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Journal of financial econometrics
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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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