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~person:"Boon, Ling-Ni"
~person:"Renault, Eric"
~person:"Roon, Frans de"
~subject:"Kausalanalyse"
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Search: person:"Werker, Bas J. M."
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Boon, Ling-Ni
Renault, Eric
Roon, Frans de
Werker, Bas J. M.
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Stochastic volatility models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
Saved in:
2
Causality effects in return volatility measures with random times
Renault, Eric
;
Werker, Bas J. M.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 272-279
Persistent link: https://www.econbiz.de/10009242519
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