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subject:"Volatility"
~isPartOf:"Journal of applied econometrics"
~person:"Bollerslev, Tim"
~person:"Dijk, Dick van"
~person:"Hafner, Christian M."
~person:"Härdle, Wolfgang"
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Volatility
Estimation
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Bollerslev, Tim
Dijk, Dick van
Hafner, Christian M.
Härdle, Wolfgang
Andersen, Torben
1
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1
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1
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Journal of applied econometrics
SFB 649 discussion paper
12
Journal of econometrics
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Combining density forecasts using focused scoring rules
Opschoor, Anne
;
Dijk, Dick van
;
Wel, Michel van der
- In:
Journal of applied econometrics
32
(
2017
)
7
,
pp. 1298-1313
Persistent link: https://www.econbiz.de/10011862725
Saved in:
2
Volatility of price indices for heterogeneous goods with applications to the fine art market
Bocart, Fabian Y. R.
;
Hafner, Christian M.
- In:
Journal of applied econometrics
30
(
2015
)
2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10011327602
Saved in:
3
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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