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~person:"Dijk, Dick van"
~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Statistical distribution
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Dijk, Dick van
Fabozzi, Frank J.
13
Bollerslev, Tim
12
Lucas, André
12
Paolella, Marc S.
11
Račev, Svetlozar T.
11
Diebold, Francis X.
9
Andersen, Torben
7
Caporin, Massimiliano
7
Jacobs, Kris
7
Opschoor, Anne
7
Asai, Manabu
6
Fujiwara, Ippei
6
Garcia, René
6
Gupta, Rangan
6
Jondeau, Eric
6
Labys, Paul
6
Madan, Dilip B.
6
Nagakura, Daisuke
6
Almeida, Caio
5
Ardison, Kym
5
Bali, Turan G.
5
Guidolin, Massimo
5
Kim, Young Shin
5
Maheu, John M.
5
Raunig, Burkhard
5
Stoyanov, Stoyan V.
5
Zhong, Molin
5
Andersen, Torben G.
4
Ané, Thierry
4
Bi̇rbi̇l, Ş. İlker
4
Bodnar, Taras
4
Bouchaud, Jean-Philippe
4
Carnero, M. Angeles
4
Chang, Kuang-Liang
4
Christoffersen, Peter F.
4
Eling, Martin
4
Fischer, Matthias
4
Herwartz, Helmut
4
Janus, Paweł
4
Kang, Kyu Ho
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Econometric Institute research papers
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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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New HEAVY models for fat-tailed realized covariances and returns
Opschoor, Anne
;
Janus, Paweł
;
Lucas, André
;
Dijk, Dick van
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 643-657
Persistent link: https://www.econbiz.de/10012249228
Saved in:
2
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
3
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
;
Dijk, Dick van
;
Martens, Martin
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
4
,
pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
Saved in:
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