Realized GARCH: A Joint Model of Returns and Realized...

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SSRN Electronic Journal 2010

Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility

Hansen, Peter Reinhard, Huang, Zhuo, Shek, Howard Howan Stephen
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Year:
2010
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1533475
File:
PDF, 851 KB
english, 2010
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