Volatility comovement: a multifrequency approach
| Year of publication: |
2006
|
|---|---|
| Authors: | Calvet, Laurent E. ; Fisher, Adlai J. ; Thompson, Samuel B. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 179-215
|
| Publisher: |
Elsevier |