The effect of intraday periodicity on realized volatility measures
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Publication:2696331
DOI10.1007/S00184-022-00875-0OpenAlexW4285588709MaRDI QIDQ2696331FDOQ2696331
Authors: Vasyl Golosnoy, Janosch Kellermann, Holger Dette 
Publication date: 11 April 2023
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-022-00875-0
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- Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment
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