Chulia-Soler, H.; Martens, M.P.E.; Dijk, D.J.C. van - Erasmus Research Institute of Management (ERIM), ERIM … - 2007
, high-frequency data, realized volatility
Availability
The ERIM Report Series is distributed through the following …, interest rate surprises, high-
frequency data, realized volatility
JEL Classiflcation: E44, E52, G14
⁄We thank participants at … the Stanford Institute for Theoretical Economics (SITE) Summer
2007 Workshop on the \Economic Analysis of High-Frequency …