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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Working paper / National Bank of Belgium / National Bank of Belgium"
~person:"Koopman, Siem Jan"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Volatilität"
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Volatility
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Volatilität
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Stochastic process
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Stochastischer Prozess
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Theorie
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Analysis of variance
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Bayes-Statistik
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Koopman, Siem Jan
Ghysels, Eric
4
Barndorff-Nielsen, Ole E.
3
Härdle, Wolfgang
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / National Bank of Belgium / National Bank of Belgium
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
Journal of econometrics
2
Journal of applied econometrics
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Journal of empirical finance
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Journal of financial econometrics
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ECONIS (ZBW)
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1
Bayesian dynamic modeling of high-frequency integer price changes
Barra, István
;
Borowska, Agnieszka
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 384-424
Persistent link: https://www.econbiz.de/10011987788
Saved in:
2
The analysis of stochastic volatility in the presence of daily realized measures
Koopman, Siem Jan
;
Scharth, Marcel
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
1
,
pp. 76-115
Persistent link: https://www.econbiz.de/10009708926
Saved in:
3
Spot variance path estimation and its application to high-frequency jump testing
Bos, Charles S.
;
Janus, Paweł
;
Koopman, Siem Jan
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 354-389
Persistent link: https://www.econbiz.de/10009540536
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