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Detecting jumps in high-frequency financial series using multipower variation
Ysusi, Carla (contributor) - 2006
Persistent link: https://www.econbiz.de/10003382273
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Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.; Nielsen, Bent; Shephard, Neil G. - In: State space and unobserved component models : theory …, (pp. 205-235). 2004
Persistent link: https://www.econbiz.de/10009719924
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Financial market development, monetary policy and financial stability in emerging market economies (Mexico)
Banco de México - In: Financial market development, monetary policy and …, (pp. 195-206). 2020
Persistent link: https://www.econbiz.de/10012433016