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subject:"Zeitreihenanalyse"
~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Journal of applied econometrics"
~person:"Andersen, Torben"
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Zeitreihenanalyse
Estimation
2
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2
Theorie
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Time series analysis
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Volatility
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Volatilität
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1986-1996
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Andersen, Torben
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Cahier / Départment de Sciences Économiques, Université de Montréal
Journal of applied econometrics
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ECONIS (ZBW)
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Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
2
Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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