The Volatility of Realized Volatility


Corsi, Fulvio ; Mittnik, Stefan ; Pigorsch, Christian ; Pigorsch, Uta



DOI: https://doi.org/10.1080/07474930701853616
URL: https://www.tandfonline.com/doi/full/10.1080/07474...
Document Type: Article
Year of publication: 2008
The title of a journal, publication series: Econometric Reviews
Volume: 27
Issue number: 1/3
Page range: 46-78
Place of publication: Philadelphia, Pa.
Publishing house: Taylor & Francis
ISSN: 0747-4938
Publication language: English
Institution: School of Law and Economics > Angewandte Ökonometrie (Juniorprofessur) (Pigorsch)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




Metadata export


Citation


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item