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.
Official URL : http://tse-fr.eu/pub/21525
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 |