Article

Edgeworth Corrections for Realized Volatility

Silvia Goncalves, and Nour Meddahi

Reference

Silvia Goncalves, and Nour Meddahi, Edgeworth Corrections for Realized Volatility, Econometric Reviews, vol. 27, n. 1, January 2008, pp. 139–162.

Published in

Econometric Reviews, vol. 27, n. 1, January 2008, pp. 139–162