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Displaying 2 results.
    • Journal article
    Robust estimation of intraweek periodicity in volatility and jump detection
    Boudt, Kris Croux, Cristophe Laurent, Sébastien[UCL] (2011) Journal of Empirical Finance — Vol. 18, no. 2, p. 355-367 (2011)
    • Journal article
    Outlyingness weighted covariation
    Boudt, Kris Croux, Cristophe Laurent, Sébastien[Maastricht University and CORE, UCL] (2011) Journal of Financial Econometrics — Vol. 9, no.4, p. 657-684 (2011)