| Original language | English |
|---|---|
| Title of host publication | Advances in econometrics, Volume 20 |
| Editors | T.B. Fomby, D. Terrell |
| Place of Publication | Oxford |
| Publisher | Elsevier Science Ltd. |
| Number of pages | 27 |
| Publication status | Published - 2005 |
Model-based measurement of actual volatility in high-frequency data
S.J. Koopman, B.M.J.P. Jungbacker
Research output: Chapter in Book / Report / Conference proceeding › Chapter › Academic