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~type:"book"
~accessRights:"free"
~language:"eng"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Cambridge working papers in economics"
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ECONIS (ZBW)
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1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
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2019
Persistent link: https://www.econbiz.de/10012703124
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2
Dependent microstructure noise and integrated volatility : estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel
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2019
Persistent link: https://www.econbiz.de/10012703138
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3
Implications of high-frequency trading for security markets
Linton, Oliver
;
Mahmoodzadeh, Soheil
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2018
Persistent link: https://www.econbiz.de/10012667529
Saved in:
4
Oil price volatility, financial institutions and economic growth
Jarrett, Uchechukwu
;
Mohaddes, Kamiar
;
Mohtadi, Hamid
-
2018
Persistent link: https://www.econbiz.de/10012671137
Saved in:
5
A coupled component GARCH model for intraday and overnight volatility
Linton, Oliver
;
Wu, Jianbin
-
2018
Persistent link: https://www.econbiz.de/10012671142
Saved in:
6
Aggregate and firm level volatility : the role ofacquisitions and disposals
Devonald, Luke
;
Higson, Chris
;
Holly, Sean
-
2017
Persistent link: https://www.econbiz.de/10012667072
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