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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 |
