Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility
Dufour, J.-M., Garcia, R., Taamouti, A.Volume:
10
Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbr007
Date:
January, 2012
File:
PDF, 905 KB
english, 2012