THE STOCHASTIC COMPONENT OF REALIZED VOLATILITY
Year of publication: |
2006
|
---|---|
Authors: | FONG, WAI MUN ; WONG, WING-KEUNG |
Published in: |
Annals of Financial Economics (AFE). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-4960. - Vol. 02.2006, 01, p. 0650004-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Realized volatility | trading volume | autoregressive models | ARCH |
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