Localized realized volatility modeling

Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta

URL:	http://edoc.hu-berlin.de/series/sfb-649-papers/200...
Additional URL:	http://www.wise.xmu.edu.cn/UploadFiles/SS/Uploadfi...
Document Type:	Working paper
Year of publication:	2009
The title of a journal, publication series:	SFB 649 Discussion Paper
Volume:	09-003
Place of publication:	Berlin
Publishing house:	SFB 649, Humboldt-Univ.
ISSN:	1860-5664
Publication language:	English
Institution:	School of Law and Economics > VWL, Angewandte Ökonometrie (Juniorprofessur) (Pigorsch 2007-14)
Subject:	330 Economics