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~isPartOf:"Journal of applied econometrics"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
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Journal of applied econometrics
Journal of econometrics
10
CIRANO Working Papers
9
Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Journal of empirical finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
NYU Tandon Research Paper
3
Robert H. Smith School Research Paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economics and statistics
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Applied mathematical finance
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CREATES Research Papers
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CREATES research paper
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Computational economics
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Discussion paper / Centre for Economic Policy Research
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Finance and stochastics
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Finance research letters
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International journal of theoretical and applied finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial economics
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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The journal of derivatives : JOD
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The review of financial studies
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Working Papers / Economics Department, Queen's University
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Working paper / National Bureau of Economic Research, Inc.
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AFA 2005 Philadelphia Meetings
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Annual Review of Financial Economics
1
Annual review of financial economics
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Baruch College Zicklin School of Business Research Paper
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Bloomberg Portfolio Research Paper
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CORE discussion paper : DP
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Cahier / Département de Sciences Économiques, Université de Montréal
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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2
Detecting multiple breaks in financial market volatility dynamics
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 579-600
Persistent link: https://www.econbiz.de/10001709317
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