The distribution of realized stock return volatility
The distribution of realized stock return volatility
Torben G. Andersen,Tim Bollerslev,F. Diebold,Heiko Ebens
2001 · DOI: 10.1016/S0304-405X(01)00055-1
2,221 Citations
The distribution of realized stock return volatility
Torben G. Andersen,Tim Bollerslev,F. Diebold,Heiko Ebens