Title of article :
A conditional extreme value volatility estimator based on high-frequency returns
Author/Authors :
Turan G. Bali، نويسنده , , David Weinbaum، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Extreme value , Realized volatility , High-frequency returns , Implied volatility , GARCH
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
