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1 Ergebnisse
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Detecting structural breaks in realized volatility:
Song, Junmo
;
Baek, Changryong
Computational Statistics & Data Analysis. 134 (2019) - p. 58-75 , 2019
Link:
https://doi.org/10.1016/j.csda.2018.12.007
RT Journal T1 <Title>Detecting structural breaks in realized volatility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.csda.2018.12.007&Exemplar=1&LAN=DE A1 Song, Junmo A1 Baek, Changryong PB Elsevier BV YR 2019 SN 0167-9473 JF Computational Statistics & Data Analysis VO 134 SP 58 OP 75 LK http://dx.doi.org/https://doi.org/10.1016/j.csda.2018.12.007 DO https://doi.org/10.1016/j.csda.2018.12.007 SF ELIB - SuUB Bremen
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