The Volatility of Realized Volatility
Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; Pigorsch, Uta
- 期刊名称Econometric Reviews
- 作者Corsi, Fulvio; Mittnik, Stefan; Pigorsch, Christian; Pigorsch, Uta
- 卷第27卷
- 印刷ISSN0747-4938
- 电子ISSN1532-4168
- 文件大小1075.57KB
- 发表时间2008-02-19
- DOI10.1080/07474930701853616
- 页码46-78