Causality effects in return volatility measures with random times
Year of publication: |
2010
|
---|---|
Authors: | Renault, Eric ; Werker, Bas J. M. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 272-279
|
Subject: | Theorie | Theory | Volatilität | Volatility | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Messung | Measurement |
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