Higher-order volatility: time series
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References listed on IDEAS
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More about this item
Keywordshigher-order volatility; time series; S&P 500; EURUSD;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-03-20 (All new papers)
- NEP-ETS-2010-03-20 (Econometric Time Series)
- NEP-MST-2010-03-20 (Market Microstructure)
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