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Journal of empirical finance
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Trading activity, realized volatility and jumps
Giot, Pierre
;
Laurent, Sébastien
;
Petitjean, Mikael
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 168-175
Persistent link: https://www.econbiz.de/10003943976
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Modelling daily value-at-risk using realized volatility and ARCH type models
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 379-398
Persistent link: https://www.econbiz.de/10002050367
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