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~isPartOf:"Working papers / Financial Institutions Center"
~person:"Andersen, Torben"
~person:"Caporin, Massimiliano"
~person:"Chevallier, Julien"
~person:"Ma, Feng"
~subject:"Capital income"
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Roughing it up : including jump components in the measurement, modeling and forecasting of return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
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2005
Persistent link: https://www.econbiz.de/10003586300
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2
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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