Measuring volatility with the realized range
Year of publication: |
2007
|
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Authors: | Martens, Martin ; Dijk, Dick van |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 138.2007, 1, p. 181-207
|
Subject: | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Systematischer Fehler | Bias |
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