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~person:"Bollerslev, Tim"
~person:"Nielsen, Morten Ørregaard"
~subject:"Aktienmarkt"
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Aktienmarkt
realized volatility
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volatility forecasting
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Bollerslev, Tim
Nielsen, Morten Ørregaard
Ma, Feng
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Continuous-time models,
realized
volatilities, and testable distributional implications for daily stock returns
Andersen, Torben G.
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
2008
on recently developed
realized
variation measures and non-parametric jump detection statistics constructed from high …
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