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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Patton, Andrew J."
~source:"econis"
~subject:"Capital income"
~subject:"Faktorenanalyse"
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USA
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Patton, Andrew J.
Todorov, Viktor
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Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
1
Forecasting volatility in the financial markets
1
Journal of empirical finance
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Journal of financial economics
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Journal of financial markets
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ECONIS (ZBW)
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Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
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Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
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