Author:
Andersen Torben G,Bollerslev Tim,Lange Steve
Subject
Economics and Econometrics,Finance
Cited by
202 articles.
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1. Correlations versus noise in the NFT market;Chaos: An Interdisciplinary Journal of Nonlinear Science;2024-07-01
2. Asymmetric effect of trading volume on realized volatility;International Review of Economics & Finance;2024-07
3. Forecasting downside and upside realized volatility: The role of asymmetric information;The Journal of Economic Asymmetries;2024-06
4. Realized higher moments and trading activity;Review of Quantitative Finance and Accounting;2023-12-14
5. An extended exponential SEMIFAR model with application in R;Communications in Statistics - Theory and Methods;2023-11-15