Causality effects in return volatility measures with random times

Eric Renault; Bas J. M. Werker

Year of publication:	2010
Authors:	Renault, Eric ; Werker, Bas J. M.
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 160.2011, 1, p. 272-279
Subject:	Volatilität \| Volatility \| Kausalanalyse \| Causality analysis \| Kapitaleinkommen \| Capital income \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Börsenkurs \| Share price

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