High-Frequency Data, Frequency Domain Inference, and Volatility Forecasting
2001 ◽
Vol 83
(4)
◽
pp. 596-602
◽
Tim Bollerslev
◽
Jonathan H. Wright
1999 ◽
Vol 1999
(649)
◽
pp. 1-27
Jonathan H. Wright
◽
◽
Tim Bollerslev
Tim Bollerslev
◽
Jonathan H. Wright
Serpil Kahraman
◽
Merve Keser
2012 ◽
Vol 12
(2)
◽
pp. 281-293
◽
Emilio Barucci
◽
Davide Magno
◽
Maria Elvira Mancino
Bolin Lei
◽
Zhengdi Liu
◽
Yuping Song
2018 ◽
Vol 105
(2)
◽
pp. 353-369
Jinyuan Chang
◽
Aurore Delaigle
◽
Peter Hall
◽
Cheng Yong Tang
Štefan Lyócsa
◽
Peter Molnár
◽
Tomáš Výrost
Min Liu
◽
Chien-Chiang Lee
◽
Wei-Chong Choo
Eugenie Hol Uspensky
◽
S.J. Koopman