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person:"Bollerslev, Tim"
subject:"Volatility"
~isPartOf:"Journal of empirical finance"
~person:"Linton, Oliver"
~person:"Satchell, Stephen"
~subject:"Estimation"
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Volatility
Estimation
Estimation theory
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Bollerslev, Tim
Linton, Oliver
Satchell, Stephen
Kim, Chang-Jin
2
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2
Nelson, Charles R.
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Journal of empirical finance
Cambridge working papers in economics
10
CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
2
A comparison of non-Gaussian VaR estimation and portfolio construction techniques
Allen, David
;
Lizieri, Colin
;
Satchell, Stephen
- In:
Journal of empirical finance
58
(
2020
),
pp. 356-368
Persistent link: https://www.econbiz.de/10012430709
Saved in:
3
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
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