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Behavior of Realized Volatility and Correlation In Exchange Markets

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  • Amir Safari
  • Detlef Seese

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  • Amir Safari & Detlef Seese, 2010. "Behavior of Realized Volatility and Correlation In Exchange Markets," International Econometric Review (IER), Economic Research Association, vol. 2(2), pages 73-96, September.
    • Handle: RePEc:erh:journl:v:2:y:2010:i:2:p:73-96
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    References listed on IDEAS

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    10. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999. "(Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-061, New York University, Leonard N. Stern School of Business-.
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