OpenAlex
A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Work
Year: 2010
Type: article
Source: Journal of Econometrics
Authors Torben G. Andersen, Tim Bollerslev, Xin Huang
Institutions Northwestern University, Duke University, University of Oklahoma
Cites: 75
Cited by: 215
Related to: 10
FWCI: 8.723
Citation percentile (by year/subfield): 99.99
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed