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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Patton, Andrew J."
~subject:"Kapitaleinkommen"
~subject:"United Kingdom"
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Kapitaleinkommen
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Patton, Andrew J.
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8
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International journal of finance & economics : IJFE
Journal of econometrics
Journal of monetary economics
Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Journal of financial economics
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ECONIS (ZBW)
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Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
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Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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