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~isPartOf:"Global COE Hi-Stat discussion paper series"
~person:"Chang, Chia-Lin"
~person:"Todorov, Viktor"
~person:"Voev, Valeri"
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Chang, Chia-Lin
Todorov, Viktor
Voev, Valeri
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Global COE Hi-Stat discussion paper series
Econometric Institute research papers
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CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
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Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10010202343
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Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
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2012
Persistent link: https://www.econbiz.de/10009682612
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