05-002/4 - Model-based Measurement of Actual Volatility in High-Frequency Data
Date: January 05, 2005
Authors: B. Jungbacker, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; S.J. Koopman, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam
Date: January 05, 2005
Authors: Maria Abreu, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Henri L.F. de Groot, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam; Raymond J.G.M. Florax, Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, and Purdue University
Date: January 05, 2005