Work

Realized Volatility and Change of Regimes

Year: 2012

Type: preprint

Source: RePEc: Research Papers in Economics

Authors: Giampiero M. Gallo, Edoardo Otranto

Institutions: University of Messina, University of Florence

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1590929033

Cites: 64

Cited by: 3

Related to: 10