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~isPartOf:"Journal of applied econometrics"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~person:"Taylor, Robert"
~person:"Teräsvirta, Timo"
~subject:"Time series analysis"
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Nielsen, Morten Ørregaard
Sucarrat, Genaro
Taylor, Robert
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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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