Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Tilburg University, Center for Economic Research"
~person:"Renault, E."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Exchange rate effects of US go...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
volatility
2
continuous time model
1
exact discretization
1
garch models
1
models
1
stochastic processes
1
time models
1
transaction costs
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
Undetermined
2
Author
All
Renault, E.
Verbeek, M.J.C.M.
7
Beetsma, R.M.W.J.
5
Nijman, Theo
5
Werker, Bas J.M.
5
Almekinders, G.J.
3
Melenberg, Bertrand
3
Moors, J.J.A.
3
Vella, F.
3
van der Ploeg, F.
3
Andreou, E.
2
Bera, A.K.
2
Chambers, M.J.
2
Charlier, G.W.P.
2
Danilov, D.L.
2
Drost, Feike C.
2
Eijffinger, Sylvester
2
Einmahl, John
2
Groenendaal, Willem van
2
Huizinga, Harry P.
2
Imbens, G.W.
2
Kapteyn, A.J.
2
Klaassen, C.A.J.
2
Magnus, Jan R.
2
McCrorie, J.R.
2
Segers, J.
2
Strijbosch, L.W.G.
2
van soest, arthur
2
Angrist, J.D.
1
Baele, Lieven
1
Beirlant, J.
1
Bekaert, G.R.J.
1
Bloemen, H.G.
1
Brekelmans, Ruud
1
Canton, E.J.F.
1
Cizek, Pavel
1
Cukierman, A.
1
Cuntz, A.
1
Daniels, H.A.M.
1
Den Hertog, Dick
1
more ...
less ...
Institution
All
Tilburg University, Center for Economic Research
Published in...
All
Discussion Paper / Tilburg University, Center for Economic Research
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
GARCH and Irregularly Spaced Data
Werker, Bas J.M.
;
Meddahi, N.
;
Renault, E.
-
Tilburg University, Center for Economic Research
-
2003
An exact discretization of continuous time stochastic
volatility
processes observed at irregularly spaced times is used …
Persistent link: https://www.econbiz.de/10011091048
Saved in:
2
Stochatic
Volatility
Models with Transaction Time Risk
Werker, Bas J.M.
;
Renault, E.
-
Tilburg University, Center for Economic Research
-
2004
Persistent link: https://www.econbiz.de/10011091283
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
