Realized Volatility: Theory and Applications

Sujin Park, Oliver Linton

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

5 Citations (Scopus)
Original languageEnglish
Title of host publicationHandbook of Volatility Models and Their Applications
PublisherJohn Wiley & Sons
Pages317-345
Number of pages29
ISBN (Print)9780470872512
DOIs
Publication statusPublished - 27 Mar 2012
Externally publishedYes

Keywords

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

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