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~person:"Dobrev, Dobrislav"
~subject:"Aktienmarkt"
~subject:"Volatility"
~type_genre:"Working Paper"
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Dobrev, Dobrislav
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High-frequency cross-market trading : model free measurement and applications
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2017
-
This version: December 30, 2016
Persistent link: https://www.econbiz.de/10012805580
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A robust neighborhood truncation approach to estimation of integrated quarticity
Andersen, Torben
;
Dobrev, Dobrislav
;
Schaumburg, Ernst
-
2013
Persistent link: https://www.econbiz.de/10009735127
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