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Asymmetry and long memory in volatility modeling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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Limit of random measures associated with the increments of a brownian semimartingale
Jacod, Jean - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 526-569
Persistent link: https://www.econbiz.de/10011987890
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Jia; Xiu, Dacheng - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 570-582
Persistent link: https://www.econbiz.de/10011987959
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Comment on: limit of random measures associated with the increments of a Brownian Semimartingale
Li, Yingying; Zheng, Xinghua - In: Journal of financial econometrics : official journal of … 16 (2018) 4, pp. 583-587
Persistent link: https://www.econbiz.de/10011987967