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Search: subject:"Integrated variance"
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Integrated variance
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integrated variance
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American journal of agricultural economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Integrated
variance
of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
2
Microstructure noise and realized variance in the live cattle futures market
Couleau, Anabelle
;
Serra, Teresa
;
García, Philip
- In:
American journal of agricultural economics
101
(
2019
)
2
,
pp. 563-578
Persistent link: https://www.econbiz.de/10012114677
Saved in:
3
The VIX, the variance premium, and expected returns
Osterrieder, Daniela
;
Ventosa-Santaulària, Daniel
; …
- In:
Journal of financial econometrics
17
(
2019
)
4
,
pp. 517-558
Persistent link: https://www.econbiz.de/10012149836
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