| Title | Other author(s) | |
|---|---|---|
The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting RiskBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1005, 23.10.2010) |
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The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting RiskBoard of Governors of the Federal Reserve System FEDS series [View] (Paper: 2010-45, 08.09.2010) |
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Jump-Robust Volatility Estimation using Nearest Neighbor TruncationNew York Fed Staff reports [View] (Paper: 465, 05.08.2010) |
