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~isPartOf:"CREATES research paper"
~person:"Chevallier, Julien"
~person:"Lux, Thomas"
~person:"Meddahi, Nour"
~person:"Todorov, Viktor"
~person:"Woessmann, Ludger"
~subject:"Theory"
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Chevallier, Julien
Lux, Thomas
Meddahi, Nour
Todorov, Viktor
Woessmann, Ludger
Santucci de Magistris, Paolo
5
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Bollerslev, Tim
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CREATES research paper
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Funktionsfähigkeit und Stabilität von Finanzmärkten : [Referate und Korreferate des 34. Wirtschaftswissenschaftlichen Seminars vom 12. bis 15. September 2004] ; Wirtschaftswissenschaftliches Seminar Ottobeuren 34
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ECONIS (ZBW)
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
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2010
Persistent link: https://www.econbiz.de/10003959796
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Jump tails, extreme dependencies, and the distribution of stock returns
Bollerslev, Tim
;
Todorov, Viktor
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2010
Persistent link: https://www.econbiz.de/10008659419
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10009524097
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4
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
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5
Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich
;
Gonçalves, Sílvia
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009790617
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