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1 Ergebnisse
1
Realized semicovariances:
Bollerslev, Tim
;
LI, Jia
;
Patton, Andrew J
.
https://ink.library.smu.edu.sg/soe_research/2588. , 2020
Link:
https://ink.library.smu.edu.sg/soe_research/2588
RT Journal T1 <Title>Realized semicovariances</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftsingaporemuniv:oai:ink.library.smu.edu.sg:soe_research-3587&Exemplar=1&LAN=DE A1 Bollerslev, Tim A1 LI, Jia A1 Patton, Andrew J A1 Quaedvlieg, Rogier PB Institutional Knowledge at Singapore Management University YR 2020 K1 High-frequency data K1 realized variances K1 semicovariances K1 co-jumps K1 volatility forecasting K1 Econometrics JF https://ink.library.smu.edu.sg/soe_research/2588 LK http://dx.doi.org/https://ink.library.smu.edu.sg/soe_research/2588 DO https://ink.library.smu.edu.sg/soe_research/2588 SF ELIB - SuUB Bremen
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