Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk. PLoS One 2014; 9: e102940. doi (0)

by Z Zheng, Z Qiao, T Takaishi, Stanley HE, B Li
Venue:10.1371/journal.pone.0102940 PMID: 25054439 Fourier Spot Volatility Estimator PLOS ONE | DOI:10.1371/journal.pone.0139041 September 30, 2015 31 / 33