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 proceedingChapterAcademic

    Original languageEnglish
    Title of host publicationAdvances in econometrics, Volume 20
    EditorsT.B. Fomby, D. Terrell
    Place of PublicationOxford
    PublisherElsevier Science Ltd.
    Number of pages27
    Publication statusPublished - 2005

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