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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~person:"Christensen, Bent Jesper"
~person:"Seeger, Norman"
~subject:"Volatilität"
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CREATES research paper
Journal of economic dynamics & control
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Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
2
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
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