Title:

Edgeworth Corrections for Realized Volatility

Authors:

Silvia Goncalves (U Montreal)
Nour Meddahi (Imperial Col London)

Journal:

Econometric Reviews

Year:

2008

Volume:

27

Pages:

139-162

JEL codes:

C22 - Time-Series Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates