• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • Networks in Micro- and Macroeconomics
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • Conference: Consumer Search and Markets
    • Annual Tinbergen Institute Conference
  • Summer School
  • Alumni
  • Times

Martens, M.P.E. and van Dijk, D.J.C. (2007). Measuring volatility with the realized range. Journal of Econometrics, 138(1):181--207.


  • Affiliated authors
    Dick van Dijk, Martin Martens
  • Publication year
    2007
  • Journal
    Journal of Econometrics