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~person:"Forbes, Catherine Scipione"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
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Volatility
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Forbes, Catherine Scipione
Mumtaz, Haroon
14
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2016
-
Revised 14, 30
Persistent link: https://www.econbiz.de/10011781663
Saved in:
2
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2014
Persistent link: https://www.econbiz.de/10011781063
Saved in:
3
Inference on self-exciting jumps in prices and volatility using high frequency measures
Maneesoonthorn, Worapree
;
Forbes, Catherine Scipione
; …
-
2013
Persistent link: https://www.econbiz.de/10010245443
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