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 journalArticleAcademicpeer-review

7 Citations (Scopus)
5 Downloads (Pure)
Original languageEnglish
Pages (from-to)535-551
Number of pages17
JournalThe North American Journal of Economics and Finance
Issue numberdecember
Publication statusPublished - 2013

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