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Modeling asset returns with alternative stable distributions
Mittnik, Stefan - In: Econometric reviews 12 (1993) 3, pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
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The volatility of realized volatility
Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; … - In: Econometric reviews 27 (2008) 1/3, pp. 46-78
Persistent link: https://www.econbiz.de/10003761214
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The Volatility of Realized Volatility
Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; … - In: Econometric reviews 27 (2008) 1-3, pp. 46-78
Persistent link: https://www.econbiz.de/10007993920