Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns

Torben G. Andersen, Tim Bollerslev, Per Frederiksen, Morten Ørregaard Nielsen

Research output: Contribution to journalArticlepeer-review

96 Scopus citations

Fingerprint

Dive into the research topics of 'Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns'. Together they form a unique fingerprint.

Business & Economics

Social Sciences