Open AccessCausality effects in return volatility measures with random times
Author(s) -
Éric Renault,
Bas J. M. Werker
Publication year - 2011
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/bjc5-4m10
Subject(s) - econometrics , volatility (finance) , causality (physics) , economics , financial economics , physics , quantum mechanics