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~isPartOf:"Journal of financial econometrics"
~language:"eng"
~person:"Andersen, Torben"
~person:"Hegerty, Scott W."
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Conference Paper"
~type_genre:"Mehrbändiges Werk"
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Andersen, Torben
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Journal of financial econometrics
Journal of econometrics
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The journal of finance : the journal of the American Finance Association
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
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