Narrow search
Showing 1 - 3 of 3
Cover Image
Variance dynamics : joint evidence from options and high-frequency returns
Wu, Liuren - In: Journal of econometrics 160 (2011) 1, pp. 280-287
Persistent link: https://www.econbiz.de/10009242518
Cover Image
Variance dynamics: Joint evidence from options and high-frequency returns
Wu, Liuren - In: Journal of econometrics 160 (2011) 1, pp. 280-288
Persistent link: https://www.econbiz.de/10008770537
Cover Image
Nonparametric estimation for high-frequency data incorporating trading information
Cui, Wenhao; Hu, Jie; Wang, Jiandong - In: Journal of econometrics 240 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015075085