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CREATES research paper
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Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
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2010
Persistent link: https://www.econbiz.de/10003941851
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
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2009
Persistent link: https://www.econbiz.de/10003849492
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3
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
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2009
Persistent link: https://www.econbiz.de/10003892558
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