Realized Volatility: A Review
Year of publication: |
2008
|
---|---|
Authors: | McAleer, Michael ; Medeiros, Marcelo |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 27.2008, 1-3, p. 10-45
|
Publisher: |
Taylor & Francis Journals |
Subject: | Continuous time processes | Finance | Financial econometrics | Forecasting | High frequency data | Quadratic variation | Realized volatility | Risk | Trading rules |
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