Testing the mixture‐of‐distributions hypothesis using “realized” volatility
| Year of publication: |
2003
|
|---|---|
| Authors: | Luu, James C. ; Martens, Martin |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 23.2003, 7, p. 661-679
|
| Publisher: |
John Wiley & Sons, Ltd. |