//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Papers"
~person:"Todorov, Viktor"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Continuous Time"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
continuous-time stochastic volatility model
1
jump testing
1
jumps
1
multipower variation
1
quadratic variation
1
realized volatility
1
volatility estimation
1
volatility forecasting
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Todorov, Viktor
Andersen, Torben G.
3
Bollerslev, Tim
2
Creel, Michael
1
Diebold, Francis X.
1
Frederiksen, Per Houmann
1
Kristensen, Dennis
1
Nielsen, Morten Ørregaard
1
Parra-Alvarez, Juan Carlos
1
Posch, Olaf
1
more ...
less ...
Institution
All
School of Economics and Management, University of Aarhus
1
Published in...
All
CREATES Research Papers
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Realized Volatility and Multipower Variation
Andersen, Torben G.
;
Todorov, Viktor
-
School of Economics and Management, University of Aarhus
-
2009
This paper reviews basic notions of return variation in the context of a
continuous-time
arbitrage-free asset pricing …
Persistent link: https://www.econbiz.de/10008577800
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->