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subject:"Volatilität"
~person:"Lunde, Asger"
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Volatilität
Analysis of variance
4
Varianzanalyse
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Volatility
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Capital income
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Kapitaleinkommen
2
Theorie
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Theory
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Börsenkurs
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Correlation
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Disciplined convex optimization
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Estimation
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Estimation theory
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High-frequency data
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Korrelation
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Market frictions
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Market microstructure
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Marktmikrostruktur
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Minimum variance portfolio
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Noise Trading
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Noise trading
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Portfolio selection
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Realized kernel
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Lunde, Asger
Bauwens, Luc
5
Bonato, Matteo
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Caporin, Massimiliano
5
Dew-Becker, Ian
5
Engle, Robert F.
5
Giglio, Stefano
5
Hansen, Peter Reinhard
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Le, Anh
5
Opschoor, Anne
5
Patton, Andrew J.
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Ranaldo, Angelo
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Andersen, Torben
4
Bollerslev, Tim
4
Christensen, Kim
4
De Nard, Gianluca
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Hodrick, Robert J.
4
Janus, Paweł
4
Koopman, Siem Jan
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Kozeniauskas, Nicholas
4
Lakonishok, Josef
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Ledoit, Olivier
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Lucas, André
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Veldkamp, Laura
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Wese Simen, Chardin
4
Wolf, Michael
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Xu, Yongdeng
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Zhang, Xiaoyan
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Ang, Andrew
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Braione, Manuela
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Fengler, Matthias
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Halbleib, Roxana
3
Herwartz, Helmut
3
Karceski, Jason
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Kozhan, Roman
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Neuberger, Anthony
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Orlik, Anna
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Prokopczuk, Marcel
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Quaedvlieg, Rogier
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Rodriguez, Marius
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Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Moving average-based estimators of integrated variance
Hansen, Peter Reinhard
;
Large, Jeremy
;
Lunde, Asger
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 79-111
Persistent link: https://www.econbiz.de/10003761216
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2
Realized variance and market microstructure noise
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 127-161
Persistent link: https://www.econbiz.de/10003317169
Saved in:
3
A realized variance for the whole day based on intermittent high-frequency data
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
4
,
pp. 525-554
Persistent link: https://www.econbiz.de/10003154305
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