Realized GARCH: a joint model for returns and realized measures of volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Peter Reinhard Hansen
  • Zhuo Huang, Peking University , China
  • Howard Howan Shek, Stanford University, United States
Original languageEnglish
JournalJournal of Applied Econometrics
Volume27
Issue6
Pages (from-to)877-906
ISSN0883-7252
DOIs
Publication statusPublished - 2012

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