VOLATILITY COMOVEMENT: A MULTIFREQUENCY APPROACH
| Year of publication: |
2004
|
|---|---|
| Authors: | Calvet, Laurent E. ; Fisher, Adlal J. ; Thompson, Samuel B. |
| Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2004, 300
|