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

Research output: Working paper/Preprint › Working paper › Research

Original language	English
Publisher	Aarhus School of Business, Aarhus University
Number of pages	21
Publication status	Published - 2008

AUB Link

@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",

}