The Volatility of Realized Volatility

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

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: 0731-1761 , 1532-4168
Publication language: English
Institution: School of Law and Economics > VWL, Angewandte Ökonometrie (Juniorprofessur) (Pigorsch 2007-2014)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.

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