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subject:"Großbritannien"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Li, Jia"
~person:"Rodriguez, Gabriel"
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Großbritannien
Volatilität
Ankündigungseffekt
1
Announcement effect
1
Börsenkurs
1
Capital income
1
Estimation
1
Estimation theory
1
High-frequency data
1
Jumps
1
Kapitaleinkommen
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News announcements
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Li, Jia
Rodriguez, Gabriel
Ghysels, Eric
3
Bollerslev, Tim
2
Hautsch, Nikolaus
2
Jing, Bingyi
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Shephard, Neil G.
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Yang, Xiye
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Amado, Cristina
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
6
Documento de trabajo
5
Chicago Booth Research Paper
2
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Cowles Foundation discussion paper
1
Economic modelling
1
International journal of monetary economics and finance
1
Review of Pacific Basin financial markets and policies
1
Revista de análisis económico
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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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