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~accessRights:"restricted"
~language:"und"
~person:"Herwartz, Helmut"
~person:"Sévi, Benoît"
~subject:"Bipower variation"
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Empirical bias in intraday
volatility
measures
Fang, Yan
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Finance Research Letters
9
(
2012
)
4
,
pp. 231-237
Intraday
volatility
measures have recently become the norm in risk measurement and forecasting. This article …
Persistent link: https://www.econbiz.de/10010595302
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