Items where Author is "Wohar, Mark"
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 1.
Article
Kellard, Neil M and Jiang, Ying and Wohar, Mark (2015) Spurious long memory, uncommon breaks and the implied–realized volatility puzzle. Journal of International Money and Finance, 56 (C). pp. 36-54. DOI https://doi.org/10.1016/j.jimonfin.2015.04.003