The distribution of realized stock return volatility
| Year of publication: |
2001
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Ebens, Heiko |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 61.2001, 1, p. 43-76
|
| Publisher: |
Elsevier |