Work

Realized Volatility: A Review

Year: 2008

Type: article

Source: Econometric Reviews

DOI: 10.1080/07474930701853509

Authors: Michael McAleer, Marcelo C. Medeiros

Institutions: The University of Western Australia, Pontifícia Universidade Católica do Rio de Janeiro

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Conselho Nacional de Desenvolvimento Científico e Tecnológico

OpenAlex ID: W1564650095

FWCI: 66.99

Cites: 92

Cited by: 517

Related to: 10