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~institution:"Université de Montréal / Département de sciences économiques"
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Correcting the Errors: Volatil...
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Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
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2
ARMA representation of integrated and realized variances
Meddahi, Nour
(
contributor
)
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947560
Saved in:
3
Testing normality : a GMM approach
Bontemps, Christian
(
contributor
);
Meddahi, Nour
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947268
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