Using high frequency stock market index data to calculate, model and forecast realized return variance
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| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
San Domenico (FI)
European University Institute
2001
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| Schriftenreihe: | EUI Working paper ECO
No. 2001/6 |
| Schlagworte: | |
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