Realized Beta: Persistence and Predictability (Q3571976)

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Realized Beta: Persistence and Predictability
scientific article

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    title
    Realized Beta: Persistence and Predictability (English)
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    author
    Torben G. Andersen
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    Tim Bollerslev
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    Francis X. Diebold
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    Ginger Wu
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    publication date
    30 June 2010
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    Mathematics Subject Classification ID
    91G70
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    62M10
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    62P05
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    91G10
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    zbMATH DE Number
    5728710
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