Localized realized volatility modeling

Localized realized volatility modeling

10.1198/jasa.2010.ap09039

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Bibliographic Details
Main Authors: Chen, Y., Härdle, W.K., Pigorsch, U.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Adaptive procedure
Localized autoregressive modeling
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105208
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-1052082023-10-31T20:18:34Z Localized realized volatility modeling Chen, Y. Härdle, W.K. Pigorsch, U. STATISTICS & APPLIED PROBABILITY Adaptive procedure Localized autoregressive modeling 10.1198/jasa.2010.ap09039 Journal of the American Statistical Association 105 492 1376-1393 2014-10-28T05:13:00Z 2014-10-28T05:13:00Z 2010-12 Article Chen, Y., Härdle, W.K., Pigorsch, U. (2010-12). Localized realized volatility modeling. Journal of the American Statistical Association 105 (492) : 1376-1393. ScholarBank@NUS Repository. https://doi.org/10.1198/jasa.2010.ap09039 01621459 http://scholarbank.nus.edu.sg/handle/10635/105208 000286545900008 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Adaptive procedure
Localized autoregressive modeling
spellingShingle Adaptive procedure
Localized autoregressive modeling
Chen, Y.
Härdle, W.K.
Pigorsch, U.
Localized realized volatility modeling
description 10.1198/jasa.2010.ap09039
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Chen, Y.
Härdle, W.K.
Pigorsch, U.
format Article
author Chen, Y.
Härdle, W.K.
Pigorsch, U.
author_sort Chen, Y.
title Localized realized volatility modeling
title_short Localized realized volatility modeling
title_full Localized realized volatility modeling
title_fullStr Localized realized volatility modeling
title_full_unstemmed Localized realized volatility modeling
title_sort localized realized volatility modeling
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105208
_version_ 1781788011373002752

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