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~isPartOf:"Applied quantitative finance"
~person:"Clements, Adam"
~person:"Hautsch, Nikolaus"
~person:"Koopman, Siem Jan"
~person:"Ma, Feng"
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Clements, Adam
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Applied quantitative finance
Discussion paper / Tinbergen Institute
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NCER working paper series
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Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, U.
- In:
Applied quantitative finance
,
(pp. 279-294)
.
2017
Persistent link: https://www.econbiz.de/10011794967
Saved in:
2
Stochastic volatility estimation using Markov chain simulation
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Applied quantitative finance
,
(pp. 249-274)
.
2009
Persistent link: https://www.econbiz.de/10003746411
Saved in:
3
Measuring and modeling risk using high-frequency data
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Pigorsch, Uta
- In:
Applied quantitative finance
,
(pp. 275-293)
.
2009
Persistent link: https://www.econbiz.de/10003746412
Saved in:
4
High-frequency volatility and liquidity
Hautsch, Nikolaus
;
Jeleskovic, Vahidin
- In:
Applied quantitative finance
,
(pp. 379-397)
.
2009
Persistent link: https://www.econbiz.de/10003746425
Saved in:
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