Realized Volatility

被引：11
|
作者：
Meddahi, Nour [3 ]
Mykland, Per [1 ,4 ]
Shephard, Neil [1 ,2 ]
机构：
[1] Univ Oxford, Oxford Man Inst, Oxford OX1 2JD, England
[2] Univ Oxford, Dept Econ, Oxford OX1 2JD, England
[3] Toulouse Sch Econ, Toulouse, France
[4] Univ Chicago, Dept Stat, Chicago, IL USA
来源：
JOURNAL OF ECONOMETRICS | 2011年 / 160卷 / 01期
关键词：
D O I：
10.1016/j.jeconom.2010.07.005
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1 / 1
页数：1
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