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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University"
~person:"Agénor, Pierre-Richard"
~person:"Andersen, Torben"
~person:"Carriero, Andrea"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~subject:"Measurement"
~subject:"Messung"
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
~subject:"Theory"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Agénor, Pierre-Richard
Andersen, Torben
Carriero, Andrea
Liao, Yin
Medeiros, Marcelo C.
Martin, Gael M.
19
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11
Maneesoonthorn, Worapree
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Loiza-Maya, Ruben
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Wright, Jill
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Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
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Do jumps matter? : forecasting multivariate realized
volatility
allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008661656
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2
Volatility
Andersen, Torben
-
1992
Persistent link: https://www.econbiz.de/10000914157
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