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~person:"Dijk, Dick van"
~person:"Li, Zhiyong"
~person:"Rocheteau, Guillaume"
~subject:"Monte-Carlo-Simulation"
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A new spread estimator
Bleaney, Michael F.
;
Li, Zhiyong
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2014
Persistent link: https://www.econbiz.de/10010347319
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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim
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Martens, Martin
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Dijk, Dick van
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2012
Persistent link: https://www.econbiz.de/10009664660
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