Professor Abderrahim Taamouti abderrahim.taamouti@durham.ac.uk
Visiting Fellow
Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility.
Taamouti, A.; Dufour, J-M.; Garcia, R.
Authors
J-M. Dufour
R. Garcia
Citation
Taamouti, A., Dufour, J., & Garcia, R. (2012). Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility. Journal of Financial Econometrics, 10(1), 124-163
| Journal Article Type | Article |
|---|---|
| Publication Date | 2012 |
| Deposit Date | Aug 28, 2014 |
| Journal | Journal of Financial Econometrics |
| Print ISSN | 1479-8409 |
| Publisher | Oxford University Press |
| Peer Reviewed | Peer Reviewed |
| Volume | 10 |
| Issue | 1 |
| Pages | 124-163 |
| Public URL | https://durham-repository.worktribe.com/output/1446216 |
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