scientific article; zbMATH DE number 5672418

MaRDI QIDQ3406479zbMATH OpenFDO

Authors

Publication date 16 February 2010

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06)

Cited in

(4)

• Estimating the integrated volatility using high-frequency data with zero durations
• A mixture autoregressive model based on Student’s t–distribution
• Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas
• Rank Tests at Jump Events

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