Title of article
Realized volatility in the futures markets
Author/Authors
Dimitrios D. Thomakos، نويسنده , , Tao Wang، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2003
Pages
33
From page
321
To page
353
Keywords
High-frequency data , Realized volatility , Long memory , Tests for normality , ARFIMA
Journal title
Journal of Empirical Finance
Serial Year
2003
Journal title
Journal of Empirical Finance
Record number
130741
Link To Document