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

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

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageEnglish
Place of PublicationRotterdam
Number of pages17
EditionEI reprint reeks EI-1608
Publication statusPublished - 2013

Publication series

SeriesEI reprint reeks
VolumeEI-1608

Research programs

  • EUR ESE 31

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