Details about Marcel P. Visser

Access statistics for papers by Marcel P. Visser.

Last updated 2011-06-14. Update your information in the RePEc Author Service.

Short-id: pvi113

Working Papers

2008

1. Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure
   MPRA Paper, University Library of Munich, Germany View citations (2)
2. Garch Parameter Estimation Using High-Frequency Data
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article GARCH Parameter Estimation Using High-Frequency Data, Journal of Financial Econometrics, Oxford University Press (2011) View citations (24) (2011)

2007

3. Proxies for daily volatility
   Working Papers, HAL
   Also in PSE Working Papers, HAL (2007)
4. Volatility Proxies for Discrete Time Models
   MPRA Paper, University Library of Munich, Germany View citations (2)

Journal Articles

2011

1. GARCH Parameter Estimation Using High-Frequency Data
   Journal of Financial Econometrics, 2011, 9, (1), 162-197 View citations (24)
   See also Working Paper Garch Parameter Estimation Using High-Frequency Data, MPRA Paper (2008) View citations (3) (2008)