Range-Based Estimation of Stochastic Volatility Models
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Reference60 articles.
1. Alizadeh , Sassan 1998 Essays in Financial Econometrics
2. Heterogeneous information arrivals and return volatility dynamics: Uncovering the long run in high frequency returns;Andersen;Journal of Finance,1997
3. Answering the skeptics: Yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998
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