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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Boudt, Kris"
~person:"Oomen, Roel C. A."
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung, Abteilung Wettbewerbsfähigkeit und Industrieller Wandel ; Abteilung Marktprozesse und Steuerung ; Arbeitsgruppe Institutionen, Staaten, Märkte ; Abteilung Wettbewerb und Innovation ; Abteilung Verhalten auf Märkten; Forschungsprofessur The Future of Fiscal Federalism ; Forschungs-Gruppe Wettbewerb und Innovation : Schwerpunkt II Märkte und Politik
1
Econometric reviews
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Finance and stochastics
1
Journal of applied econometrics
1
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
1
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ECONIS (ZBW)
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Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
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2
Properties of bias-corrected realized variance under alternative sampling schemes
Oomen, Roel C. A.
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 555-577
Persistent link: https://www.econbiz.de/10003154307
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