scholarly journals Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

2007 ◽  
Author(s):  
Torben G. Andersen ◽  
Tim Bollerslev ◽  
Per Skaarup Frederiksen ◽  
Morten Ørregaard Nielsen ◽  
Margit Sommer
Keyword(s):  
Stock Returns ◽  
Continuous Time ◽  
Daily Stock Returns ◽  
Continuous Time Models

scholarly journals Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns

2009 ◽  
Vol 25 (2) ◽  
pp. 233-261 ◽  
Author(s):  
Torben G. Andersen ◽  
Tim Bollerslev ◽  
Per Frederiksen ◽  
Morten Ørregaard Nielsen
Keyword(s):  
Stock Returns ◽  
Continuous Time ◽  
Daily Stock Returns ◽  
Continuous Time Models

scholarly journals Reliable safety analysis with continuous-time models

PAMM ◽  
2007 ◽  
Vol 7 (1) ◽  
pp. 1022903-1022904
Author(s):  
Youdong Lin ◽  
Mark A. Stadtherr
Keyword(s):  
Continuous Time ◽  
Safety Analysis ◽  
Continuous Time Models
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