Works:
- Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
- Volatility forecasting
- Real-time price discovery in stock, bond and foreign exchange markets
- Practical volatility and correlation modeling for financial market risk management
External links:
- Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
- Open Researcher and Contributor ID (ORCID)
- Bibliothèque nationale de France
- Wikipedia (Deutsch)
- Wikipedia (English)
- NACO Authority File
- Virtual International Authority File (VIAF)
- Wikidata
- International Standard Name Identifier (ISNI)