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~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Renò, Roberto"
~person:"Yoon, Seong-min"
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Volatility
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Andersen, Torben
Degiannakis, Stavros
Hammoudeh, Shawkat
Renò, Roberto
Yoon, Seong-min
Watanabe, Toshiaki
5
Omori, Yasuhiro
2
Ubukata, Masato
2
Yu, Jun
2
Bandi, Federico M.
1
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Global COE Hi-Stat discussion paper series
Energy economics
26
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The North American journal of economics and finance : a journal of financial economics studies
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International review of financial analysis
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International review of economics & finance : IREF
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ECONIS (ZBW)
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10010202343
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2
Duration-based volatility estimation
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2009
Persistent link: https://www.econbiz.de/10003854415
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3
Nonparametric stochastic volatility
Bandi, Federico M.
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854417
Saved in:
4
Volatility forecasting : the jumps do matter
Corsi, Fulvio
;
Pirino, Davide
;
Renò, Roberto
-
2009
Persistent link: https://www.econbiz.de/10003854418
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