Realized volatility
Year of publication: |
2010
|
---|---|
Authors: | Meddahi, Nour ; Mykland, Per A. ; Shephard, Neil G. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 1
|
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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