A multiple indicators model for volatility using...

A multiple indicators model for volatility using intra-daily data

Robert F. Engle, Giampiero M. Gallo
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Volume:
131
Year:
2006
Language:
english
Pages:
25
DOI:
10.1016/j.jeconom.2005.01.018
File:
PDF, 905 KB
english, 2006
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