Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Designing a sequential testing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Brownian semistationary process
1
Forecasting model
1
Prognoseverfahren
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
forecasting
1
high-frequency data
1
long memory
1
persistence
1
rough volatility
1
stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bennedsen, Mikkel
1
Lunde, Asger
1
Pakkanen, Mikko S.
1
Published in...
All
Journal of financial econometrics
CREATES research paper
10
Energy economics
3
CREATES Research Papers
1
ECON PhD dissertations
1
Econometric reviews
1
Economics letters
1
Finance and stochastics
1
Journal of econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Decoupling the short- and long-term behavior of stochastic volatility
Bennedsen, Mikkel
;
Lunde, Asger
;
Pakkanen, Mikko S.
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 961-1006
Persistent link: https://www.econbiz.de/10013460035
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
