Author:
Li Yan,Huynh Luu Duc Toan,Xu Yongan,Liang Hao
Funder
Fundamental Research Funds for the Central Universities
Subject
General Energy,Economics and Econometrics
Reference40 articles.
1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002
2. The distribution of realized stock return volatility;Andersen;J. Financ. Econ.,2001
3. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
4. Asymmetry and long memory in volatility modeling;Asai;J. Financ. Econ.,2012
5. Power and Bipower variation with stochastic volatility and jumps;Barndorff-Nielsen;J. Financ. Econ.,2004
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献