Measuring volatility with the realized range.

MPE Martens, Dick van Dijk

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

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages41
EditionEconometric Institute Report EI 2006-10
Publication statusPublished - 2006

Publication series

SeriesEconometric Institute Report
VolumeEI 2006-10

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