Work

Realized volatility in the futures markets

Year: 2003

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(02)00052-x

Authors: Dimitrios D. Thomakos, Tao Wang

Institution: Florida International University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1985198035

FWCI: 9.357

Cites: 53

Cited by: 133

Related to: 10