A Discrete-Time Model for Daily S & P500 Returns and Realized Variations: Jumps and Leverage Effects

DOI:	https://doi.org/10.1016/j.jeconom.2008.12.001
URL:	https://www.sciencedirect.com/science/article/pii/...
Additional URL:	http://public.econ.duke.edu/~boller/Published_Pape...
Document Type:	Article
Year of publication:	2009
The title of a journal, publication series:	Journal of Econometrics
Volume:	150
Issue number:	2
Page range:	151-166
Place of publication:	Amsterdam [u.a.]
Publishing house:	Elsevier
ISSN:	0304-4076
Publication language:	English
Institution:	School of Law and Economics > VWL, Angewandte Ökonometrie (Juniorprofessur) (Pigorsch 2007-14)
Subject:	330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Bollerslev, Tim ; Pigorsch, Uta ; Pigorsch, Christian ; Tauchen, George

Google Scholar: Bollerslev, Tim ; Pigorsch, Uta ; Pigorsch, Christian ; Tauchen, George

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