Chen, Ying; Härdle, Wolfgang; Pigorsch, Uta - 2009
Statistics and Economics, Humboldt-Universit at zu Berlin, School
of Business and Economics, Spandauerstr. 1, 10178 Berlin …, Germany
xUniversit at Mannheim, Department of Economics, L7, 3-5, 68131 Mannheim, Germany
1
1 Introduction
One of the key …., Diebold, F. and Ebens, H. (2001a). The distribution of
realized stock return volatility, Journal of Financial Economics 61: 43 …