Localized realized volatility modeling

Chen, Ying ; Härdle, Wolfgang ; Pigorsch, Uta

DOI:	https://doi.org/10.1198/jasa.2010.ap09039
URL:	https://www.tandfonline.com/doi/abs/10.1198/jasa.2...
Additional URL:	http://www.jstor.org/stable/27920172
Document Type:	Article
Year of publication:	2010
The title of a journal, publication series:	Journal of the American Statistical Association : JASA
Volume:	105
Issue number:	492
Page range:	1376-1393
Place of publication:	London [u.a.]
Publishing house:	Taylor & Francis Group
ISSN:	0162-1459 , 1537-274X
Publication language:	English
Institution:	School of Law and Economics > VWL, Angewandte Ökonometrie (Juniorprofessur) (Pigorsch 2007-14)
Subject:	330 Economics

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