A reduced form framework for modeling volatility of speculative prices based on realized variation measures

Torben G. Andersen; Tim Bollerslev; Xin Huang

Year of publication:	2010
Authors:	Andersen, Torben ; Bollerslev, Tim ; Huang, Xin
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 176-189
Subject:	Volatilität \| Volatility \| Theorie \| Theory \| Spekulation \| Speculation

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