Original language | Undefined/Unknown |
---|---|
Pages (from-to) | 1515-1551 |
Number of pages | 37 |
Journal | Econometrica |
Volume | 88 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2020 |
Realized Semicovariances
Rogier Quaedvlieg, T Bollerslev, Jia Li, AJ Patton
Research output: Contribution to journal › Article › Academic › peer-review
33
Citations
(Scopus)
51
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