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~isPartOf:"CREATES research paper"
~person:"Andersen, Torben"
~person:"Fusari, Nicola"
~person:"Gatarek, Lukasz"
~person:"Huang, Zhuowei"
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Andersen, Torben
Fusari, Nicola
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CREATES research paper
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ECONIS (ZBW)
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Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
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2009
Persistent link: https://www.econbiz.de/10003892558
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2
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
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2010
Persistent link: https://www.econbiz.de/10003941851
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3
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
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2012
Persistent link: https://www.econbiz.de/10009524097
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4
Optimal hedging with the cointegrated vector autoregressive model
Johansen, Søren
;
Gatarek, Lukasz
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2014
Persistent link: https://www.econbiz.de/10010418991
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