Journal Article
Volatility Measurement with Pockets of Extreme Return Persistence
Journal of Econometrics
Author(s)
Torben Gustav Andersen
Yingying Li
Viktor Todorov
Bo Zhou
Date Published:
2023
Citations:
Andersen, Torben Gustav
, Yingying Li,
Viktor Todorov
, Bo Zhou. 2023. Volatility Measurement with Pockets of Extreme Return Persistence.
Journal of Econometrics
. 105048.