Affiliation:
1. CNRS-Université Pierre & Marie Curie
2. IESEG School of Management - LEM (CNRS)
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference34 articles.
1. Modeling and Forecasting Realized Volatility;Andersen;Econometrica,2003
2. Anton , M. C. Polk 2008 Connected Stocks
3. Bailey , N. G. Kapetanios M. Pesaran 2012 Exponent of Cross-Sectional Dependence: Estimation and Inference
4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics;Barndorff-Nielsen;Econometrica,2004
5. A Langevin Approach to Stock Market Fluctuations and Crashes;Bouchaud;Eur. Phys. J. B,1998
Cited by
82 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