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person:"Stein, Jeremy C."
subject:"Share price"
~isPartOf:"International journal of forecasting"
~person:"Lux, Thomas"
~person:"Todorov, Viktor"
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Stein, Jeremy C.
Lux, Thomas
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International journal of forecasting
Journal of econometrics
7
Journal of financial economics
4
Kiel working paper
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NBER Working Paper
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CREATES research paper
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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Forecasting the variability of stock index returns with the multifractal random walk model for realized volatilities
Sattarhoff, Cristina
;
Lux, Thomas
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1678-1697
Persistent link: https://www.econbiz.de/10014465344
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