Data-based ranking of realised volatility estimators

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Patton, AJ

Published Date

  • April 2011

Published In

Volume / Issue

  • 161 / 2

Start / End Page

  • 284 - 303

International Standard Serial Number (ISSN)

  • 0304-4076

Digital Object Identifier (DOI)

  • 10.1016/j.jeconom.2010.12.010