Realized volatility and transactions
| Year of publication: |
2006
|
|---|---|
| Authors: | Chan, Choon Chat ; Fong, Wai Mun |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 7, p. 2063-2085
|
| Publisher: |
Elsevier |