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The distribution of realized stock return volatility

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  • Andersen, Torben G.
  • Bollerslev, Tim
  • Diebold, Francis X.
  • Ebens, Heiko

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  • Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Ebens, Heiko, 2001. "The distribution of realized stock return volatility," Journal of Financial Economics, Elsevier, vol. 61(1), pages 43-76, July.
  • Handle: RePEc:eee:jfinec:v:61:y:2001:i:1:p:43-76
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