Andersen, Torben G., Bollerslev, Tim and Meddahi, Nour (2011) Realized Volatility Forecasting and Market Microstructure Noise. Journal of Econometrics, vol. 160 (n° 1). pp. 220-234.

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Identification Number : 10.1016/j.jeconom.2010.03.032
Item Type: Article
Language: English
Date: January 2011
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 18 Jan 2012 05:45
Last Modified: 02 Apr 2021 15:33
OAI Identifier: oai:tse-fr.eu:21525
URI: https://publications.ut-capitole.fr/id/eprint/987
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