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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Račev, Svetlozar T."
~subject:"Volatility"
~type:"article"
~type_genre:"Book section"
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Račev, Svetlozar T.
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Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
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ECONIS (ZBW)
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Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
-
2012
Persistent link: https://www.econbiz.de/10009579904
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2
Realized volatility and correlation estimators under non-Gaussian microstructure noise
Safari, Amir
;
Sun, Wei
;
Seese, Detlef G.
;
Račev, …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 171-197)
.
2009
Persistent link: https://www.econbiz.de/10003867880
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