Realized Volatility

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Handbook of Financial Time Series
Editors	Torben G Andersen, Richard A Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of Publication	Berlin
Publisher	Springer-Verlag
Pages	555-575
State	Published - 2009

Cite this

@inbook{cb0f3a7ea5f0426698af17274aaefb49,

title = "Realized Volatility",

author = "Andersen, {Torben G} and Luca Benzoni",

year = "2009",

language = "English",

pages = "555--575",

editor = "Andersen, {Torben G} and Davis, {Richard A} and Jens-Peter Kreiss and Thomas Mikosch",

booktitle = "Handbook of Financial Time Series",

publisher = "Springer-Verlag",

}