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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130741
بازگشت