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subject:"Stochastic process"
subject:"Volatility"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Li, Jia"
~person:"Li, Yingying"
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Stochastic process
Volatility
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Li, Jia
Li, Yingying
Ghysels, Eric
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Chicago Booth Research Paper
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Econometric theory
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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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