Forecasting Volatility with the Realized Range in the Presence of Noise and Non-Trading

K (Karim) Bannouh, MPE Martens, Dick van Dijk

Research output: Contribution to journal › Article › Academic › peer-review

7 Citations (Scopus)

34 Downloads (Pure)

Original language	English
Pages (from-to)	535-551
Number of pages	17
Journal	The North American Journal of Economics and Finance
Volume	26
Issue number	december
DOIs	https://doi.org/10.1016/j.najef.2013.02.020
Publication status	Published - 2013

Research programs

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