Volatility comovement: a multifrequency approach

Laurent Calvet, Adlai Fisher and Samuel B. Thompson

Journal of Econometrics, 2006, vol. 131, issue 1-2, 179-215

Date: 2006
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Citations: View citations in EconPapers (63)

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Working Paper: Volatility Comovement: a multifrequency approach (2006)
Working Paper: Volatility Comovement: A Multifrequency Approach (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:179-215

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