Asymptotic Theory of Range-Based Multipower Variation (English)
- New search for: Christensen, K.
- New search for: Christensen, K.
In:
JOURNAL OF FINANCIAL ECONOMETRICS
;
10
, 3
;
417-456
;
2012
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ISSN:
- Article (Journal) / Print
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Title:Asymptotic Theory of Range-Based Multipower Variation
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Contributors:Christensen, K. ( author )
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Published in:JOURNAL OF FINANCIAL ECONOMETRICS ; 10, 3 ; 417-456
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Publisher:
- New search for: Oxford University Press
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Publication date:2012-01-01
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Size:40 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 330.015195 / 332
- Further information on Dewey Decimal Classification
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Classification:
DDC: 330.015195 / 332 -
Source:
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Table of contents – Volume 10, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 417
-
Asymptotic Theory of Range-Based Multipower VariationChristensen, Kim / Podolskij, Mark et al. | 2012
- 457
-
A Dynamic Copula Approach to Recovering the Index Implied Volatility SkewFengler, Matthias R. / Herwartz, Helmut / Werner, Christian et al. | 2012
- 495
-
Asymmetry and Long Memory in Volatility ModelingAsai, Manabu / McAleer, Michael / Medeiros, Marcelo C. et al. | 2012
- 513
-
Statistical Surveillance of Volatility Forecasting ModelsGolosnoy, Vasyl / Okhrin, Iryna / Schmid, Wolfgang et al. | 2012
- 545
-
Testing Nonlinear Dependence in the Hedge Fund IndustryMencía, Javier et al. | 2012