Testing the mixture‐of‐distributions hypothesis using “realized” volatility
Year of publication: |
2003
|
---|---|
Authors: | Luu, James C. ; Martens, Martin |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 23.2003, 7, p. 661-679
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
Saved in favorites
Similar items by person
-
Testing the mixture-of-distributions hypothesis using "realized" volatility
Luu, James C., (2003)
-
Testing the Mixture of Distributions Hypothesis Using "Realized" Volatility
Luu, James C., (2002)
-
Testing the mixture-of-distributions hypothesis using "realized" volatility
Luu, James C., (2003)
- More ...