A theoretical comparison between integrated and realized volatility

Journal of Applied Econometrics

Volumn 17, Issue 5, 2002, Pages 479-508

  Meddahi, Nour ^a  

^a Canada H3A 2T7   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036407554     PISSN: 08837252     EISSN: None     Source Type: Journal    
DOI: 10.1002/jae.689     Document Type: Article

References (42)

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