@data{jae.2022320.0729902475,
author = {Hansen, Peter Reinhard and Huang, Zhuo and Shek, Howard},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {realized-garch-a-joint-model-for-returns-and-realized-measures-of-volatility},
year = {2012},
version = {1},
url = {https://journaldata.zbw.eu/dataset/realized-garch-a-joint-model-for-returns-and-realized-measures-of-volatility},
doi = "10.15456/jae.2022320.0729902475" 
}