Journal Article

Continuous-Time Models, Realized Volatilities and Testable Distributional Implications for Daily Stock Returns

Journal of Applied Econometrics
Author(s)

Torben Gustav Andersen

Tim Bollerslev

Per Frederiksen

Morten Nielsen

Date Published: 2010
Citations: Andersen, Torben Gustav, Tim Bollerslev, Per Frederiksen, Morten Nielsen. 2010. Continuous-Time Models, Realized Volatilities and Testable Distributional Implications for Daily Stock Returns. Journal of Applied Econometrics. 233-261.
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