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Measuring volatility with the realized range Author info | Abstract | Publisher info | Download info | Related research | Statistics Martens, Martin
van Dijk, Dick
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 138 (2007)
Issue (Month): 1 (May)
Pages: 181-207
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Handle: RePEc:eee:econom:v:138:y:2007:i:1:p:181-207Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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