Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Torben G. Andersen, Tim Bollerslev, Per Frederiksen and Morten Ørregaard Nielsen
| Year of publication: |
2010
|
|---|---|
| Authors: | Andersen, Torben ; Bollerslev, Tim ; Frederiksen, Per ; Nielsen, Morten Ørregaard |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 25.2010, 2, p. 233-261
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008667607