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person:"Corsi, Fulvio"
subject:"Volatilität"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Daníelsson, Jón"
~person:"Escanciano, Juan Carlos"
~person:"Gerlach, Richard H."
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Volatilität
Estimation theory
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Schätztheorie
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Corsi, Fulvio
Daníelsson, Jón
Escanciano, Juan Carlos
Gerlach, Richard H.
Ghysels, Eric
2
Hautsch, Nikolaus
2
Jing, Bingyi
2
Shephard, Neil G.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
3
Annales d'économie et de statistique
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
2
Semiparametric GARCH via Bayesian model averaging
Chen, Wilson Ye
;
Gerlach, Richard H.
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 437-452
Persistent link: https://www.econbiz.de/10012499090
Saved in:
3
Semiparametric estimation of risk-return relationships
Escanciano, Juan Carlos
;
Pardo-Fernández, Juan Carlos
; …
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10011704099
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