S&P500 volatility analysis using high-frequency multipower variation volatility proxies
Crossref DOI link: https://doi.org/10.1007/s00181-017-1345-z
Published Online: 2017-12-18
Published Print: 2018-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chin, Wen Cheong
Lee, Min Cherng
License valid from 2017-12-18
