Professor Abderrahim Taamouti abderrahim.taamouti@durham.ac.uk
Visiting Fellow
Professor Abderrahim Taamouti abderrahim.taamouti@durham.ac.uk
Visiting Fellow
J-M. Dufour
R. Garcia
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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