Skip Nav Destination
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
The Review of Economics and Statistics (1999) 81 (4): 617–631.
This article has been cited by the following articles in journals that are participating in Crossref Cited-by Linking.
- Valeria D’Amato
- Susanna Levantesi
- Gabriella Piscopo
Physica A: Statistical Mechanics and its Applications (2022) 596: 127158.
- M. Belén Arouxet
- Aurelio F. Bariviera
- Verónica E. Pastor
- Victoria Vampa
Physica A: Statistical Mechanics and its Applications (2022) 596: 127170.
- Yacine Aït-Sahalia
- Chenxu Li
- Chen Xu Li
Journal of Econometrics (2021) 222 (1): 364.
- Jaegi Jeon
- Geonwoo Kim
- Jeonggyu Huh
Journal of Futures Markets (2021) 41 (5): 559.
- Giorgio Calzolari
- Roxana Halbleib
- Aygul Zagidullina
Journal of Financial Econometrics (2021) 19 (5): 860.
- Yong-Ki Ma
- Maria L. Gandarias
Advances in Mathematical Physics (2021) 2021: 1.
- Lorenzo Mercuri
- Andrea Perchiazzo
- Edit Rroji
SIAM Journal on Financial Mathematics (2021) 12 (4): 1416.
- Štefan Lyócsa
- Peter Molnár
- Tomáš Výrost
International Journal of Forecasting (2021) 37 (3): 1092.
- Suk Joon Byun
- Jung‐Soon Hyun
- Woon Jun Sung
Journal of Futures Markets (2021) 41 (3): 349.
- Ning Cai
- Chenxu Li
- Chao Shi
Journal of Economic Dynamics and Control (2021) 127: 104113.
- Jaegi Jeon
- Geonwoo Kim
- Jeonggyu Huh
Chaos, Solitons & Fractals (2021) 144: 110641.
- Nhan Nguyen-Thanh
- Kun-Huang Huarng
Journal of Business Accounting and Finance Perspectives (2020) 2 (2): 1.
- Leopoldo Catania
- Tommaso Proietti
International Journal of Forecasting (2020) 36 (4): 1301.
- Jeonggyu Huh
- Jaegi Jeon
- Yong-Ki Ma
Computational Economics (2020) 55 (1): 185.
- Lorenzo Lucchini
- Laura Alessandretti
- Bruno Lepri
- Angela Gallo
- Andrea Baronchelli
Science Advances (2020) 6 (51)
- Juliane Proelss
- Denis Schweizer
- Volker Seiler
International Review of Financial Analysis (2020) 71: 101316.
- Alessio Saretto
- Anastasia Shcherbakova
- Jeremy Lin
SSRN Electronic Journal (2019)
- Jeonggyu Huh
- Jaegi Jeon
- Jeong-Hoon Kim
- Hyejin Park
Quantitative Finance (2019) 19 (1): 155.
- Chenxu Li
- Linjia Wu
European Journal of Operational Research (2019) 275 (2): 768.
- Yang Gao
- Mingjin Wang
- Yaojun Wang
Journal of Systems Science and Complexity (2019) 32 (6): 1693.
- Guo Sui
- Huajiao Li
- Sida Feng
- Xueyong Liu
- Meihui Jiang
Physica A: Statistical Mechanics and its Applications (2018) 490: 1501.
- Tim Bollerslev
- Benjamin Hood
- John Huss
- Lasse Heje Pedersen
The Review of Financial Studies (2018) 31 (7): 2729.
- Jeonggyu Huh
- Jaegi Jeon
- Jeong-Hoon Kim
Mathematics and Financial Economics (2018) 12 (4): 495.
- Lakshmi Padmakumari
- S. Maheswaran
International Journal of Financial Engineering (2018) 05 (01): 1850005.
- Ching-wai (Jeremy) Chiu
- Richard D.F. Harris
- Evarist Stoja
- Michael Chin
Journal of Banking & Finance (2018) 92: 130.
- Sayed M Fadel
- Jasim Al-Ajmi
SSRN Electronic Journal (2018)
- V.Yu. Korolev
Journal of Mathematical Sciences (2017) 221 (4): 530.
- Bent Jesper Christensen
- Rasmus Tangsgaard Varneskov
Journal of Econometrics (2017) 197 (2): 218.
- Giorgio Calzolari
- Roxana Halbleib-Chiriac
- Aygul Zagidullina
SSRN Electronic Journal (2017)
- Dilip Kumar
IIMB Management Review (2017) 29 (4): 294.
- Maxime Bonelli
SSRN Electronic Journal (2016)
- Nicoleta Iliescu
- Satyaki Dutta
Applied Economics (2016) 48 (55): 5396.
- Tommaso Proietti
Journal of Financial Econometrics (2016) 14 (4): 668.
- Ching-Wai (Jeremy) Chiu
- Evarist Stoja
- Michael Chin
SSRN Electronic Journal (2016)
- Henning Fischer
- Ángela Blanco-FERNÁndez
- Peter Winker
Journal of Forecasting (2016) 35 (2): 113.
- Lorenzo Torricelli
Review of Derivatives Research (2016) 19 (1): 1.
- Yang-Ho Park
Journal of Econometrics (2016) 192 (1): 313.
- Tim Bollerslev
- Benjamin Hood
- John Huss
- Lasse Heje Pedersen
SSRN Electronic Journal (2016)
- Yang-Ho Park
SSRN Electronic Journal (2015)
- Stefano Grassi
- Paolo Santucci de Magistris
Journal of Empirical Finance (2015) 30: 62.
- Manabu Asai
- Michael McAleer
Journal of Econometrics (2015) 187 (2): 436.
- Paresh Kumar Narayan
- Sagarika Mishra
- Seema Narayan
Applied Economics (2015) 47 (42): 4484.
- Heng-Chih Chou
- David K. Wang
Quantitative Finance (2014) 14 (2): 293.
- Woon Wook Jang
- Young Ho Eom
- Don H. Kim
Asia-Pacific Journal of Financial Studies (2014) 43 (3): 432.
- Tommaso Proietti
SSRN Electronic Journal (2014)
- Chor-Yiu (CY) Sin
The North American Journal of Economics and Finance (2013) 26: 552.
- Manabu Asai
Journal of Forecasting (2013) 32 (5): 469.
- Ruoyang Wang
- Steven P. Clark
SSRN Electronic Journal (2013)
- Yin Liao
Pacific-Basin Finance Journal (2013) 23: 25.