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person:"Zhang, Lu"
~isPartOf:"Journal of econometrics"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Cai, Hongbin"
~person:"Gil-Alaña, Luis A."
~person:"Subrahmanyam, Avanidhar"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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ECONIS (ZBW)
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
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contributor
);
Bollerslev, Tim
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contributor
)
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2005
Persistent link: https://www.econbiz.de/10003586300
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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
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Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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