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1 dataset found

Issues: 2 Volumes: 25 Formats: PDF

  • Torben G. Andersen
    ;
    Tim Bollerslev
    ;
    Per Frederiksen
    ;
    Morten Ørregaard Nielsen

    Continuous-time models, realized volatilities, and testable distributional im...

    We provide an empirical framework for assessing the distributional properties of daily speculative returns within the context of the continuous-time jump diffusion models...
    • TXT
    • CSV
    • PDF
jae

Journal of Applied Econometrics

The Journal of Applied Econometrics aims to publish articles of high quality dealing with the

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Publication Year

  • 2009 (1)

Volumes

  • 25 (1)

Issues

  • 2 (1)

Formats

  • TXT (1)
  • PDF (1)
  • CSV (1)

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