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~person:"Barndorff-Nielsen, Ole E."
~person:"Herrmann, Andreas"
~source:"econis"
~subject:"Measurement"
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State space and unobserved component models : theory and applications
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ECONIS (ZBW)
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Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.
;
Nielsen, Bent
;
Shephard, Neil G.
- In:
State space and unobserved component models : theory …
,
(pp. 205-235)
.
2004
Persistent link: https://www.econbiz.de/10009719924
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