Publication detail

Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression

Author(s): doc. PhDr. Jozef Baruník Ph.D.,
Mgr. Michaela Vlasáková-Baruníková (Hlínková) ,
Type: Articles in journals with impact factor
Year: 2016
Number: 0
ISSN / ISBN:
Published in: Economic Modelling, 54, pp.503-514, preprint here PDF
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Keywords:
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Suggested Citation:
Abstract:
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