Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Version of Record online: 23 JUL 2009
Copyright © 2009 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 25, Issue 2, pages 233–261, March 2010
How to Cite
Andersen, T. G., Bollerslev, T., Frederiksen, P. and Ørregaard Nielsen, M. (2010), Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns. J. Appl. Econ., 25: 233–261. doi: 10.1002/jae.1105
- Issue online: 27 JAN 2010
- Version of Record online: 23 JUL 2009
- Danish Social Sciences Research Council. Grant Number: FSE 275-05-0220
- Danish National Research Foundation
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