The following pages link to Jeffrey R. Russell (Q205406):
Displaying 8 items.
- Realized volatility forecasting and option pricing (Q299252) (← links)
- Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations (Q737273) (← links)
- Kurtosis of GARCH and stochastic volatility models with non-normal innovations (Q1810673) (← links)
- Microstructure Noise, Realized Variance, and Optimal Sampling (Q3502142) (← links)
- Using High-Frequency Data in Dynamic Portfolio Choice (Q3539871) (← links)
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (Q4530924) (← links)
- A nonlinear autoregressive conditional duration model with applications to financial transaction data (Q5944505) (← links)
- Realized Volatility Forecasting in the Presence of Time-Varying Noise (Q6666931) (← links)
