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Realized kernels in practice : trades and quotes
Barndorff-Nielsen, Ole E.
;
Hansen, Peter Reinhard
; …
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10003948806
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2
The NIG-S&ARCH model : a fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
;
Lunde, Asger
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 319-342
Persistent link: https://www.econbiz.de/10001651362
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The NIG-S& ARCH model: A fat-tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten B.
;
Lunde, Asger
- In:
The econometrics journal
4
(
2001
)
2
,
pp. 319
Persistent link: https://www.econbiz.de/10007483850
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