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isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Diks, Cees G. H."
~person:"Scharth, Marcel"
~subject:"Time series analysis"
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Diks, Cees G. H.
Scharth, Marcel
Koopman, Siem Jan
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Bos, Charles S.
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Discussion paper / Tinbergen Institute
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The analysis of stochastic volatility in the presence of daily realised measures
Koopman, Siem Jan
;
Scharth, Marcel
-
2011
Persistent link: https://www.econbiz.de/10010191086
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