A reduced form framework for modeling volatility of speculative prices based on realized variation measures
| Year of publication: |
2011
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Huang, Xin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 176-190
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