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institution:"The Wharton Financial Institutions Center"
~institution:"Federal Reserve Bank of San Francisco"
~institution:"Forschungsinstitut zur Zukunft der Arbeit"
~person:"Andersen, Torben"
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Andersen, Torben
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Forschungsinstitut zur Zukunft der Arbeit
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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