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Number of items: 2.

Article

Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta (2010) Localized realized volatility modeling. Journal of the American Statistical Association : JASA London [u.a.] 105 492 1376-1393 [Article]

Working paper

Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta (2009) Localized realized volatility modeling. SFB 649 Discussion Paper Berlin 09-003 [Working paper]

This list was created automatically on Mon Dec 6 04:58:42 2021 CET