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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations"
~person:"Taamouti, Abderrahim"
~subject:"Capital income"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
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Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
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