Estimating spot volatility with high-frequency financial...

Estimating spot volatility with high-frequency financial data

Zu, Yang, Peter Boswijk, H.
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Volume:
181
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.04.001
Date:
August, 2014
File:
PDF, 827 KB
english, 2014
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