Realized Volatility

Torben G Andersen, Luca Benzoni

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationHandbook of Financial Time Series
EditorsTorben G Andersen, Richard A Davis, Jens-Peter Kreiss, Thomas Mikosch
Place of PublicationBerlin
PublisherSpringer-Verlag
Pages555-575
StatePublished - 2009

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