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~isPartOf:"Econometrics : open access journal"
~person:"Hautsch, Nikolaus"
~person:"Theissen, Erik"
~subject:"Geld-Brief-Spanne"
~subject:"Zeitreihenanalyse"
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Geld-Brief-Spanne
Zeitreihenanalyse
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Hautsch, Nikolaus
Theissen, Erik
Asai, Manabu
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Teräsvirta, Timo
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Econometrics : open access journal
SFB 649 discussion paper
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Applied quantitative finance
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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Non-parametric estimation of intraday spot
volatility
: disentangling Instantaneous Trend and Seasonality
Vatter, Thibault
;
Wu, Hau-tieng
;
Chavez-Demoulin, Valérie
- In:
Econometrics : open access journal
3
(
2015
)
4
,
pp. 864-887
's dynamic properties may lead to misestimation of the intraday spot
volatility
. …
Persistent link: https://www.econbiz.de/10011411344
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