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Marcel P. Visser

This is information that was supplied by Marcel Visser in registering through RePEc. If you are Marcel P. Visser , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Marcel
Middle Name:P.
Last Name:Visser
RePEc Short-ID:pvi113
Email:[This author has chosen not to make the email address public]
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  1. Visser, Marcel P., 2008. "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper 9076, University Library of Munich, Germany.
  2. Visser, Marcel P., 2008. "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper 11100, University Library of Munich, Germany.
  3. Robin De Vilder & Marcel P. Visser, 2007. "Proxies for daily volatility," PSE Working Papers halshs-00588307, HAL.
  4. de Vilder, Robin G. & Visser, Marcel P., 2007. "Volatility Proxies for Discrete Time Models," MPRA Paper 4917, University Library of Munich, Germany.
  1. Marcel P. Visser, 2011. "GARCH Parameter Estimation Using High-Frequency Data," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 9(1), pages 162-197, Winter.
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2007-09-24 2008-06-21. Author is listed
  2. NEP-ETS: Econometric Time Series (3) 2007-09-24 2008-06-21 2008-10-21. Author is listed
  3. NEP-FOR: Forecasting (1) 2008-10-21. Author is listed
  4. NEP-MST: Market Microstructure (3) 2007-09-24 2008-06-21 2008-10-21. Author is listed
  5. NEP-ORE: Operations Research (2) 2008-06-21 2008-10-21. Author is listed
  6. NEP-RMG: Risk Management (1) 2008-10-21. Author is listed

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