Realized Volatility: Theory and Applications

Sujin Park; Oliver Linton

doi:10.1002/9781118272039.ch13

Realized Volatility: Theory and Applications

Sujin Park, Oliver Linton

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Handbook of Volatility Models and Their Applications
Publisher	John Wiley & Sons
Pages	317-345
Number of pages	29
ISBN (Print)	9780470872512
DOIs	https://doi.org/10.1002/9781118272039.ch13
Publication status	Published - 27 Mar 2012
Externally published	Yes

Keywords

Estimating continuous time models
Realized variance, covariance
Realized volatility, theory and application

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10.1002/9781118272039.ch13

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title = "Realized Volatility: Theory and Applications",

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AU - Linton, Oliver

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KW - Realized variance, covariance

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SP - 317

EP - 345

BT - Handbook of Volatility Models and Their Applications

PB - John Wiley & Sons

ER -

Realized Volatility: Theory and Applications

Keywords

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