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The econometrics of stochastic volatility
Harvey, Andrew C.; Shephard, Neil G. - 1993
Persistent link: https://www.econbiz.de/10000865088
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Applied quantitative finance
Härdle, Wolfgang (ed.); Hautsch, Nikolaus (ed.);  … - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003719524
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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003769457
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On the correlation structure of microstructure noise in theory and practice
Diebold, Francis X. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003790675
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Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim (ed.); Engle, Robert F. (honouree);  … - 2010 - 1. publ.
Persistent link: https://www.econbiz.de/10003861657
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Uncovering changing relations in financial and monetary economics
Meller, Barbara - 2009
Persistent link: https://www.econbiz.de/10003909765
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Essays in financial econometrics
Tsiaras, Leonidas - 2010
Persistent link: https://www.econbiz.de/10008697624
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Efficient estimation of the non-linear volatility and growth model
Byrne, Julie; Conniffe, Denis - 2009
Persistent link: https://www.econbiz.de/10008806218
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Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - 2007
Persistent link: https://www.econbiz.de/10003691562
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Topics on high-frequency financial econometrics : measuring and forecasting volatility
Christensen, Kim - 2007
Persistent link: https://www.econbiz.de/10003596774