A theoretical comparison between integrated and realized volatility
Article first published online: 28 OCT 2002
Copyright © 2002 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Special Issue: Modelling and Forecasting Financial Volatility
Volume 17, Issue 5, pages 479–508, September/October 2002
How to Cite
Meddahi, N. (2002), A theoretical comparison between integrated and realized volatility. J. Appl. Econ., 17: 479–508. doi: 10.1002/jae.689
- Issue published online: 28 OCT 2002
- Article first published online: 28 OCT 2002
- Manuscript Revised: 22 APR 2002
- Manuscript Received: 7 DEC 2001
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