Long Memory and Periodicity in Intraday Volatility.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 922, doi. 10.1093/jjfinec/nbu006
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2015 AND VI 13 AND IP 4
Results: 6
1
2
Bayesian Inference for a Structural Credit Risk Model with Stochastic Volatility and Stochastic Interest Rates.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 839, doi. 10.1093/jjfinec/nbu018
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- Publication type:
- Article
3
Risk Measures for Autocorrelated Hedge Fund Returns.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 868, doi. 10.1093/jjfinec/nbu023
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- Publication type:
- Article
4
Robust Conditional Variance and Value-at-Risk Estimation.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 896, doi. 10.1093/jjfinec/nbu024
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- Publication type:
- Article
5
Adaptive Realized Kernels.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 757, doi. 10.1093/jjfinec/nbu015
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- Publication type:
- Article
6
Accurate Methods for Approximate Bayesian Computation Filtering.
- Published in:
- Journal of Financial Econometrics, 2015, v. 13, n. 4, p. 798, doi. 10.1093/jjfinec/nbu019
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- Publication type:
- Article