Realized Volatility
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Publication:3646971
DOI10.1007/978-3-540-71297-8_24zbMath1178.91216OpenAlexW4211253574MaRDI QIDQ3646971
Torben G. Andersen, Luca Benzoni
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-71297-8_24
Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
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