Measuring volatility with the realized range.

MPE Martens, Dick van Dijk

Research output: Contribution to journalArticleAcademicpeer-review

193 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)181-207
Number of pages27
JournalJournal of Econometrics
Volume138
Issue number1
DOIs
Publication statusPublished - 2007

Research programs

  • EUR ESE 31

Cite this