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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim - In: Journal of financial econometrics 20 (2022) 2, pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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A descriptive study of high-frequency trade and quote option data
Andersen, Torben; Archakov, Ilya; Grund, Leon; Hautsch, … - In: Journal of financial econometrics 19 (2021) 1, pp. 128-177
Persistent link: https://www.econbiz.de/10012504324