Measuring volatility with the realized range.

MPE Martens, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages27
EditionEconometric Institute Reprint EI-1440
Publication statusPublished - 2007

Publication series

SeriesEconometric Institute Reprint
VolumeEI-1440

Research programs

  • EUR ESE 31

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