Volatility and realized quadratic variation of differenced returns: A wavelet method approach

Research output: Working paperResearch

Original languageEnglish
PublisherAarhus School of Business, Aarhus University
Number of pages21
Publication statusPublished - 2008

Cite this

@techreport{65a222b7bcf842039c62e606232a2fe1,
title = "Volatility and realized quadratic variation of differenced returns: A wavelet method approach",
author = "Esben H{\o}g",
year = "2008",
language = "English",
publisher = "Aarhus School of Business, Aarhus University",
type = "WorkingPaper",
institution = "Aarhus School of Business, Aarhus University",

}

Volatility and realized quadratic variation of differenced returns: A wavelet method approach. / Høg, Esben.

Aarhus School of Business, Aarhus University, 2008.

Research output: Working paperResearch

TY - UNPB

T1 - Volatility and realized quadratic variation of differenced returns: A wavelet method approach

AU - Høg, Esben

PY - 2008

Y1 - 2008

M3 - Working paper

BT - Volatility and realized quadratic variation of differenced returns: A wavelet method approach

PB - Aarhus School of Business, Aarhus University

ER -