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Functional data analysis for v...
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1
Functional data analysis for volatility
Müller, Hans-Georg
;
Sen, Rituparna
;
Stadtmüller, Ulrich
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 233-245
Persistent link: https://www.econbiz.de/10009409637
Saved in:
2
Functional data analysis for volatility
Müller, Hans-Georg
;
Sen, Rituparna
;
Stadtmüller, Ulrich
- In:
Journal of econometrics
165
(
2011
)
2
,
pp. 233-246
Persistent link: https://www.econbiz.de/10009806619
Saved in:
3
Functional variance processes
Müller, Hans-Georg
;
Stadtmüller, Ulrich
;
Yao, Fang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1007-1018
Persistent link: https://www.econbiz.de/10003375789
Saved in:
4
Spatial Smoothing of Geographically Aggregated Data, With Application to the Construction of Incidence Maps
Müller, Hans-Georg
;
Stadtmüller, Ulrich
;
Tabnak, Farzaneh
- In:
Journal of the American Statistical Association : JASA
92
(
1997
)
437
,
pp. 61-71
Persistent link: https://www.econbiz.de/10006631288
Saved in:
5
Theory and Methods - Functional Variance Processes
Müller, Hans-Georg
;
Stadtmüller, Ulrich
;
Yao, Fang
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
475
,
pp. 1007-1018
Persistent link: https://www.econbiz.de/10007292900
Saved in:
6
Jumps and microstructure noise in stock price volatility
Sen, Rituparna
- In:
Stock market volatility
,
(pp. 163-177)
.
2009
Persistent link: https://www.econbiz.de/10003830417
Saved in:
7
Modeling jumps and volatility of the Indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics : official journal of …
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10011639870
Saved in:
8
Stylized facts of the Indian stock market
Sen, Rituparna
;
Subramaniam, Manavathi
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
Saved in:
9
Testing extreme dependence in financial time series
Chaudhuri, Kausik
;
Sen, Rituparna
;
Tan, Zheng
- In:
Economic modelling
73
(
2018
),
pp. 378-394
Persistent link: https://www.econbiz.de/10012100537
Saved in:
10
Modeling jumps and volatility of the indian stock market using high-frequency data
Sen, Rituparna
;
Mehrotra, Pulkit
- In:
Journal of quantitative economics
14
(
2016
)
1
,
pp. 137-150
Persistent link: https://www.econbiz.de/10012418200
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