Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Liu, LY; Patton, AJ; Sheppard, K

Published Date

  • July 2015

Published In

Volume / Issue

  • 187 / 1

Start / End Page

  • 293 - 311

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2015.02.008