Department of Economics and Business Economics

The Analysis of Stochastic Volatility in the Presence of Daily Realized Measures

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

  • Siem Jan Koopman
  • Marcel Scharth, Australian School of Business, University of New South Wales, Australia

Original languageEnglish
JournalJournal of Financial Econometrics
Volume11
Issue1
Pages (from-to)76-115
ISSN1479-8409
DOIs
Publication statusPublished - 2013

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