• Title of article

    The distribution of realized stock return volatility

  • Author/Authors

    Torben G. Andersen، نويسنده , , Tim Bollerslev، نويسنده , , Francis X. Diebold، نويسنده , , Heiko Ebens، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    34
  • From page
    43
  • To page
    76
  • Keywords
    Integrated volatility , Equity markets , Long memory , Correlation , High-frequency data
  • Journal title
    Journal of Financial Economics
  • Serial Year
    2001
  • Journal title
    Journal of Financial Economics
  • Record number

    257492

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=257492