A Multiple Indicators Model for Volatility Using Intra-Daily Data
Journal of Econometrics - Netherlands
doi 10.1016/j.jeconom.2005.01.018
Full Text
Open PDFAbstract
Available in full text
Date
March 1, 2006
Authors
Publisher
Elsevier BV
Available in full text
March 1, 2006
Elsevier BV