A Theoretical Comparison Between Integrated and Realized Volatility

Meddahi, Nour (2002) A Theoretical Comparison Between Integrated and Realized Volatility. Journal of Applied Econometrics, 17 (5). pp. 479-508.

[img]
Preview
Text
Download (376kB) | Preview
Official URL: http://tse-fr.eu/pub/10346
Item Type: Article
Language: English
Date: October 2002
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:57
Last Modified: 07 Mar 2018 13:21
OAI ID: oai:tse-fr.eu:10346
URI: http://publications.ut-capitole.fr/id/eprint/2864

Actions (login required)

View Item View Item

Downloads

Downloads per month over past year