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Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
Liu, Lily Y., Patton, Andrew J., Sheppard, KevinVolume:
187
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2015.02.008
Date:
July, 2015
File:
PDF, 1.52 MB
english, 2015