Author:
Zhou Xinmiao,Qian Huanhuan,Pérez-Rodríguez Jorge. V.,González López-Valcárcel Beatriz
Funder
National Natural Science Foundation of China
Subject
Economics and Econometrics,Finance
Reference80 articles.
1. Great realizations;Andersen;Risk,2000
2. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
3. Andersen, T. G., Bollerslev, T., Diebold, F. X., Labys, P. (2001b). “The distribution of exchange rate volatility”. Journal of the American Statistical Association 96:42–55 (Correction, 2003, 98, 501).
4. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
5. “Practical volatility and correlation modeling for financial market risk management”. Chapter 11 in Risks of Financial Institutions;Andersen,2007
Cited by
2 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