Author:
Yalama Abdullah,Celik Sibel
Subject
Economics and Econometrics
Reference67 articles.
1. Fractal structure in the capital markets revisited;Ambrose;Financial Analysts Journal,1993
2. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;International Economics Review,1998
3. Realized volatility and correlation (understanding, optimizing, using and forecasting);Andersen,1999
4. Exchange rate returns standardized by realized volatility are (nearly) Gaussian;Andersen;Multinational Finance Journal,2000
5. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001
Cited by
26 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