Long versus short time scales: the rough dilemma and beyond
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10203-021-00358-3.pdf
Reference40 articles.
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3. Andersen, T.G., Bollerslev, T., Diebold, F.X., Labys, P.: The distribution of realized exchange rate volatility. J. Am. Stat. Assoc. 96, 42–55 (2003)
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