Asymptotic Theory of Range-Based Multipower Variation.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 417, doi. 10.1093/jjfinec/nbr019
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2012 AND VI 10 AND IP 3
Results: 5
1
2
Asymmetry and Long Memory in Volatility Modeling.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 495, doi. 10.1093/jjfinec/nbr015
- By:
- Publication type:
- Article
3
Statistical Surveillance of Volatility Forecasting Models.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 513, doi. 10.1093/jjfinec/nbr017
- By:
- Publication type:
- Article
4
A Dynamic Copula Approach to Recovering the Index Implied Volatility Skew.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 457, doi. 10.1093/jjfinec/nbr016
- By:
- Publication type:
- Article
5
Testing Nonlinear Dependence in the Hedge Fund Industry.
- Published in:
- Journal of Financial Econometrics, 2012, v. 10, n. 3, p. 545, doi. 10.1093/jjfinec/nbr018
- By:
- Publication type:
- Article