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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Döpke, Jörg"
~person:"Härdle, Wolfgang"
~subject:"Nichtparametrisches Verfahren"
~subject:"Risikomaß"
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Volatility
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Döpke, Jörg
Härdle, Wolfgang
Todorov, Viktor
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Journal of econometrics
SFB 649 discussion paper
22
Kieler Arbeitspapiere
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Applied quantitative finance
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International journal of theoretical and applied finance
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Network quantile autoregression
Zhu, Xuening
;
Wang, Weining
;
Wang, Hansheng
;
Härdle, …
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 345-358
Persistent link: https://www.econbiz.de/10012303979
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