A theoretical comparison between integrated and realized volatility
Year of publication: |
2002
|
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Authors: | Meddahi, Nour |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 17.2002, 5, p. 479-508
|
Subject: | Volatilität | Volatility | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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