Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gespeichert in:
| Veröffentlicht in: | Journal of financial econometrics |
|---|---|
| 1. Verfasser: | |
| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2014
|
| Schlagworte: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Tag hinzufügen | Titel | Jahr | Band |
|---|---|---|
| Introduction to special issue of Journal of Financial Econometrics in Honor of Hal White | 2014 | 12.2014,4 |
| Special issue: Tribute to Clive W. J. Granger | 2010 | 8.2010,2 |
| Special issue on "Multivariate volatility models" | 2009 | 7.2009,4 |
| The JFEC invited lecture at the 2008 SoFiE conference | 2009 | 7.2009,3 |
| Special issue on new directions in financial risk management | 2005 | 3.2005,1 |
| Special issue on the analysis of high-frequency financial data and market microstructure | 2005 | 3.2005,4 |