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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
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  1. 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.
  2. Visser, Marcel P., 2008. "Garch Parameter Estimation Using High-Frequency Data," MPRA Paper 9076, 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2007-09-24 2008-06-21 2008-10-21
  2. NEP-MST: Market Microstructure (3) 2007-09-24 2008-06-21 2008-10-21
  3. NEP-ECM: Econometrics (2) 2007-09-24 2008-06-21
  4. NEP-ORE: Operations Research (2) 2008-06-21 2008-10-21
  5. NEP-FOR: Forecasting (1) 2008-10-21
  6. NEP-RMG: Risk Management (1) 2008-10-21

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