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

Research output: Working paper › Academic

Original language	Undefined/Unknown
Place of Publication	Rotterdam
Publisher	Erasmus Research Institute of Management (ERIM)
Publication status	Published - 2012

Research programs

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title = "Measuring and forecasting volatility with the realized range in the presence of noise and non-trading",

author = "Bannouh, \{K (Karim)\} and MPE Martens and \{van Dijk\}, Dick",

year = "2012",

language = "Undefined/Unknown",

publisher = "Erasmus Research Institute of Management (ERIM)",

address = "Netherlands",

type = "WorkingPaper",

institution = "Erasmus Research Institute of Management (ERIM)",

}

TY - UNPB

T1 - Measuring and forecasting volatility with the realized range in the presence of noise and non-trading

AU - Bannouh, K (Karim)

AU - Martens, MPE

AU - van Dijk, Dick

PY - 2012

Y1 - 2012

M3 - Working paper

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

PB - Erasmus Research Institute of Management (ERIM)

CY - Rotterdam

ER -