Uta Kretschmer
From MaRDI portal
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 |
|---|---|---|
| A discrete-time model for daily S\&P500 returns and realized variations: jumps and leverage effects Journal of Econometrics | 2016-07-04 | Paper |
Research outcomes over time
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