Literature Review
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-71242-6_2
Reference88 articles.
1. Aït-Sahalia, Y., Mykland, P. A., & Zhang, L. (2005). How often to sample a continuous-time process in the presence of market microstructure noise. The Review of Financial Studies, 18(2), 351–416. https://doi.org/10.1093/rfs/hhi016.
2. Ammann, M., Verhofen, M., & Süss, S. (2009). Do implied volatilities predict stock returns? Journal of Asset Management, 10(4), 222–234. https://doi.org/10.1057/jam.2009.14.
3. Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2000). Exchange rate returns standardized by realized volatility are (nearly) gaussian. Multinational Finance Journal, 4(3/4), 159–179. http://libproxy.murdoch.edu.au/login?url=https://search-proquestcom.libproxy.murdoch.edu.au/docview/202827729?accountid=12629.
4. Andersen, T. G., Bollerslev, T., Diebold, F. X., & Ebens, H. (2001). The distribution of realized stock return volatility. Journal of Financial Economics, 61(1), 43–76. https://doi.org/10.1016/S0304-405X(01)00055-1.
5. Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2001). The distribution of realized exchange rate volatility. Journal of the American Statistical Association, 96(453), 42–55. https://doi.org/10.1198/016214501750332965.
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