Härdle, Wolfgang; Hautsch, Nikolaus; Pigorsch, Uta - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
-called realized volatility can be used for more accurate model evaluation and description of the dynamic and distributional structure …, this so{called realized volatility can be used for more
accurate model evaluation and description of the dynamic and distri ….
Keywords: Realized Volatility, Realized Betas, Volatility Modeling
JEL classi cation: C13, C14, C22, C52, C53
Financial …