List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Localized realized volatility modeling Journal of the American Statistical Association | 2015-06-17 | Paper |
| Volatility estimation based on high-frequency data Handbook of Computational Finance | 2012-01-10 | Paper |
| Measuring and Modeling Risk Using High-Frequency Data Applied Quantitative Finance | 2008-12-01 | Paper |
| The Volatility of Realized Volatility Econometric Reviews | 2008-11-19 | Paper |
Research outcomes over time
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