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1. The effect of intraday periodicity on realized volatility measures

   Author: Dette, Holger; Golosnoy, Vasyl; Kellermann, Janosch

   Published: 2016

   Publisher:  Universitätsbibliothek Dortmund, Dortmund

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 2003/35301 urn: urn:nbn:de:101:1-201611041437
   Series:	Discussion Paper / SFB823 ; 55, 2016
   Subjects:	Preiselastizität; Strompreis; Verbraucherverhalten; Regressionsanalyse
   Other subjects:	(stw)Preiselastizität; (stw)Strompreis; (stw)Konsumentenverhalten; (stw)Regressionsanalyse; (stw)Deutschland; bipower variation; realized volatility; jump detection; daily integrated volatility; Graue Literatur
   Scope:	Online-Ressource