Which power variation predicts volatility well?
| Year of publication: |
2009
|
|---|---|
| Authors: | Ghysels, Eric ; Sohn, Bumjean |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 4, p. 686
|