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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:"Kyriakopoulou, Dimitra"
~subject:"Share price"
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Volatilität
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Corsi, Fulvio
Daníelsson, Jón
Kyriakopoulou, Dimitra
Ghysels, Eric
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Hautsch, Nikolaus
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Shephard, Neil G.
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
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Annales d'économie et de statistique
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
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Global COE Hi-Stat discussion paper series
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International journal of forecasting
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Quaderni del Dipartimento di economia politica e statistica
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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
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
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