Volatility Estimation and Forecasts Based on Price Durations (2023)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1093/jjfinec/nbab006
Publication URI: http://dx.doi.org/10.1093/jjfinec/nbab006
Type: Journal Article/Review
Parent Publication: Journal of Financial Econometrics
Issue: 1