Realized Beta: Persistence and Predictability

Advances in Econometrics

Volumn 20 PART 2, Issue , 2006, Pages 1-39

  Andersen, Torben G ^a   Bollerslev, Tim ^a   Diebold, Francis X ^a   Wu, Ginger ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33645875888     PISSN: 07319053     EISSN: None     Source Type: Book Series    
DOI: 10.1016/S0731-9053(05)20020-8     Document Type: Review

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