Realized Beta: Persistence and Predictability: Advances in Econometrics, Volume 20

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

Research output: Chapter in Book/Report/Conference proceedingChapter

82 Scopus citations
Original languageEnglish
Title of host publicationEconometric Analysis of Financial and Economic Time Series - Part B
Subtitle of host publicationAdvances in Econometrics, Volume 20
EditorsThomas B Fomby, Dek Terrell
Place of PublicationAmsterdam
PublisherElsevier
Pages1-40
StatePublished - 2006

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