Measuring volatility with the realized range
| Year of publication: |
2007
|
|---|---|
| Authors: | Martens, Martin ; van Dijk, Dick |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 138.2007, 1, p. 181-207
|
| Publisher: |
Elsevier |