THE DISTRIBUTION OF STOCK RETURN VOLATILITY
| Year of publication: |
2000
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Ebens, Heiko |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2000, 7933, p. 7933
|