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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Bollerslev, Tim"
~person:"Cui, Zhenyu"
~person:"Todorov, Viktor"
~subject:"Hedonischer Preisindex"
~subject:"Volatilität"
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Hedonischer Preisindex
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Bollerslev, Tim
Cui, Zhenyu
Todorov, Viktor
Wu, Liuren
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Badescu, Alexandru
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Bandi, Federico M.
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Byoun, Soku
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
12
Journal of financial economics
4
ERID working paper
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International journal of financial engineering
3
European journal of operational research : EJOR
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Finance and economics discussion series
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Application of operations research to financial markets
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Applied mathematical finance
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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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Economic Research Initiatives at Duke (ERID) Working Paper
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Finance research letters
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Insurance / Mathematics & economics
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International economic review
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Journal of applied econometrics
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Journal of banking & finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematics and financial economics
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NBER Working Paper
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NBER reporter online
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NBER working paper series
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North American actuarial journal
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Quantitative economics : QE ; journal of the Econometric Society
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SFB 649 discussion paper
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The journal of derivatives : JOD
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Non-affine GARCH option
pricing
models, variance-dependent kernels, and diffusion limits
Badescu, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 602-648
Persistent link: https://www.econbiz.de/10011987648
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