Affiliation:
1. Bank of Canada
2. Federal Reserve Board
3. University of Quebec in Montreal
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Reference53 articles.
1. The Distribution of Realized Stock Return Volatility;Andersen;Journal of Financial Economics,2001
2. Modeling and Forecasting Realized Volatility;Andersen;Econometrica,2003
3. Construction and Interpretation of Model-Free Implied Volatility;Andersen,2007
4. Exploring Return Dynamics Via Corridor Implied Volatility;Andersen;Review of Financial Studies,2015
5. Stock Return Predictability: Is it there?;Ang;Review of Financial Studies,2007
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