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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Brandt, Michael W."
~person:"Li, Jia"
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Volatilität
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Corsi, Fulvio
Brandt, Michael W.
Li, Jia
Ghysels, Eric
2
Hautsch, Nikolaus
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
Working papers / Rodney L. White Center for Financial Research
3
Chicago Booth Research Paper
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Econometric theory
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
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