Incorporating Realized Quarticity into a Realized Stochastic Volatility Model
Crossref DOI link: https://doi.org/10.1007/s10690-019-09276-2
Published Online: 2019-04-08
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nugroho, Didit Budi
Morimoto, Takayuki http://orcid.org/0000-0001-8035-3276
Text and Data Mining valid from 2019-04-08
Article History
First Online: 8 April 2019