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~isPartOf:"Journal of financial econometrics"
~person:"Dijk, Herman K. van"
~person:"Lucas, André"
~subject:"Euro"
~subject:"Zeitreihenanalyse"
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Dijk, Herman K. van
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Journal of financial econometrics
Discussion paper / Tinbergen Institute
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Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
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