Measuring and forecasting volatility with the realized range in the presence of noise and non-trading

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

Research output: Working paper › Academic

Original languageUndefined/Unknown
Place of PublicationRotterdam
Publication statusPublished - 2012

Research programs

  • EUR ESE 31
  • EUR ESE 33

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