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subject:"Volatilität"
type_genre:"Article in journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of risk and financial management : JRFM"
~person:"Winkelmann, Lars"
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Volatilität
Estimation
2
Market microstructure
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Volatility
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Börsenkurs
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Co-jumps
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Article in journal
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Winkelmann, Lars
Todorov, Viktor
13
Bollerslev, Tim
8
Tauchen, George Eugene
7
Kim, Donggyu
5
Li, Jia
5
McAleer, Michael
5
Andersen, Torben
4
Aït-Sahalia, Yacine
4
Asai, Manabu
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Caporin, Massimiliano
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Francq, Christian
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Wang, Yazhen
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Xiu, Dacheng
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Zakoïan, Jean-Michel
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Ali, Shoaib
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Bibinger, Markus
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Ergemen, Yunus Emre
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Fan, Jianqing
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Gallo, Giampiero M.
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Grynkiv, Iaryna
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Hallin, Marc
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Harvey, Andrew C.
2
Kong, Xin-Bing
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2
Polak, Pawel
2
Quaedvlieg, Rogier
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Valkanov, Rossen I.
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Journal of econometrics
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 158-184
Persistent link: https://www.econbiz.de/10012302583
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2
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus
;
Winkelmann, Lars
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 361-378
Persistent link: https://www.econbiz.de/10011339314
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