Testing the mixture of distributions hypothesis using 'realized' volatility

JCL Luu, MPE Martens

Research output: Contribution to journal › Article › Academic

39 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	661-679
Number of pages	19
Journal	The Journal of Futures Markets
Volume	23
Issue number	7
DOIs	https://doi.org/10.1002/fut.10077
Publication status	Published - 2003

Research programs

@article{d764b15657a541349077a8fe2433badc,

title = "Testing the mixture of distributions hypothesis using 'realized' volatility",

author = "JCL Luu and MPE Martens",

year = "2003",

doi = "10.1002/fut.10077",

language = "Undefined/Unknown",

volume = "23",

pages = "661--679",

journal = "The Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "7",

}