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subject:"Volatility"
isPartOf:"Journal of applied econometrics"
~person:"Andersen, Torben"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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Journal of applied econometrics
Journal of econometrics
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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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International economic review
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Journal of financial economics
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Journal of financial markets
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Symposium on forecasting and empirical methods in macroeconomics and finance
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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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