1 research outputs found
Variation-Based Tests for Volatility Misspecification
- Author
- Alex Papanicolaou
- Alfr�d R�nyi
- Assane Diop
- Danielle Florens-Zmirou
- De Gregorio
- Dennis Kristensen
- Dominique Lepingle
- Geetesh Bhardwaj
- Halbert White
- Holger Dette
- Holger Dette
- J Jacod
- Jean Jacod
- Jean Jacod
- Jialin Yu
- Jianqing Fan
- Jin-Chuan Duan
- Jushan Bai
- Kay Giesecke
- Lan Zhang
- Lan Zhang
- Mark Podolskij
- Mathieu Kessler
- Mehdi Lallouache
- Nakahiro Yoshida
- Nakahiro Yoshida
- Ole E Barndorff-Nielsen
- Peter R Hansen
- Philip E Protter
- S M Iacus
- Song Chen
- Thomas W Epps
- Tommi A Vuorenmaa
- Torben G Andersen
- Torsten Kleinow
- Valentina Corradi
- Valentina Corradi
- Valentina Corradi
- Viktor Todorov
- Yacine A�?ta�?t-Sahalia
- Yacine A�?ta�?t-Sahalia
- Yacine A�?ta�?t-Sahalia
- Yacine A�?ta�?t-Sahalia
- Yacine A�?ta�?t-Sahalia
- Yacine A�?ta�?t-Sahalia
- Yongmiao Hong
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2014
- Field of study