Search Results - subject:"Realized kernel"

Carrasco, Marine; Kotchoni, Rachidi - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 757-797

Persistent link: https://www.econbiz.de/10011417704

Ikeda, Shin S. - In: Journal of financial econometrics : official journal of … 13 (2015) 1, pp. 126-165

Persistent link: https://www.econbiz.de/10010519659

Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Journal of banking & finance 52 (2015), pp. 62-76

Persistent link: https://www.econbiz.de/10011377303

Ning, Cathy; Xu, Dinghai; Wirjanto, Tony S. - In: Journal of Banking & Finance 52 (2015) C, pp. 62-76

pattern in volatility clustering by employing a univariate copula approach of Chen and Fan (2006). Using daily realized kernel …

Persistent link: https://www.econbiz.de/10011209871