The distribution of realized stock return volatility

• 21 June 2001
• journal article
• Published by Elsevier
• Vol. 61  (1) , 43-76
• https://doi.org/10.1016/s0304-405x(01)00055-1

Abstract

Keywords

• INTEGRATED VOLATILITY
• CORRELATION
• EQUITY MARKETS
• HIGH-FREQUENCY DATA
• LONG MEMORY

All Related Versions

• Version 1, 2000-01-01, RePEc (Unconfirmed version)
• Version 1, 2000-01-01, RePEc (Unconfirmed version)