//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Okou, Cédric"
~subject:"Nonparametric statistics"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Volatility
Börsenkurs
1
Capital income
1
Estimation
1
Forecasting model
1
Kapitaleinkommen
1
Prognoseverfahren
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Time series analysis
1
Volatilität
1
Zeitreihenanalyse
1
continuous volatility
1
jump
1
long run
1
persistent regressor
1
realized variance
1
stock return predictability
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Okou, Cédric
Balter, Janine
1
Bollerslev, Tim
1
Corsi, Fulvio
1
Dahlhaus, Rainer
1
Di, Jianing
1
Fantazzini, Dean
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Halbleib, Roxana
1
Hallam, Mark
1
Han, Heejoon
1
Hassler, Uwe
1
Haug, Stephan
1
Herwartz, Helmut
1
Hounyo, Ulrich
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Jacquier, Eric
1
Klüppelberg, Claudia
1
Litvinova, Julia
1
Liu, Chun
1
Liu, Xiaochun
1
Maheu, John M.
1
Meddahi, Nour
1
Mijatovi´c, Aleksandar
1
Neddermeyer, Jan Christoph
1
Olmo, Jose
1
Proietti, Tommaso
1
Robert, Christian Yann
1
Rodrigues, Paulo M. M.
1
Rosenbaum, Mathieu
1
Rossi, Eduardo
1
Rubia, Antonio
1
Rubin, M.
1
Schneider, Paul
1
Smetanina, Ekaterina
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Disentangling continuous volatility from jumps in long-run risk-return relationships
Jacquier, Eric
;
Okou, Cédric
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
3
,
pp. 544-583
Persistent link: https://www.econbiz.de/10010391947
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->