Subject
Economics and Econometrics,Finance
Reference53 articles.
1. The distribution of realized exchange rate volatility;Andersen;Journal of the American Statistical Association,2001
2. Modeling and forecasting realized volatility;Andersen;Econometrica,2003
3. Estimation of continuous-time models with an application to equity volatility dynamics;Bakshi;Journal of Financial Economics,2006
4. Volatility during the financial crisis through the lens of high frequency data: A realized GARCH approach;Banulescu-Radu,2018
5. Designing realized kernels to measure the ex-post variation of equity prices in the presence of noise;Barndorff-Nielsen;Econometrica,2008
Cited by
1 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