Author:
Demetrescu Matei,Golosnoy Vasyl,Titova Anna
Funder
German Research Foundation
Subject
Business and International Management
Reference40 articles.
1. Advanced econometrics;Amemiya,1985
2. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Andersen;The Review of Economics and Statistics,2007
3. A reduced form framework for modeling volatility of speculative prices based on realized variation measures;Andersen;Journal of Econometrics,2011
4. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985
5. Subsampling realized kernels;Barndorff-Nielsen;Journal of Econometrics,2011
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献