Causality effects in return volatility measures with random times

Journal of Econometrics - Tập 160 - Trang 272-279 - 2011
Eric Renault1,2, Bas J.M. Werker3
1University of North Carolina at Chapel Hill, NC, United States
2CentER, Tilburg University, Tilburg, The Netherlands
3Finance and Econometrics Group, CentER, Tilburg University, Tilburg, The Netherlands

Tài liệu tham khảo

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