Causality effects in return volatility measures with random times
| Year of publication: |
2011
|
|---|---|
| Authors: | Renault, Eric ; Werker, Bas J.M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 160.2011, 1, p. 272-280
|