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Volatility Comovement: A Multifrequency Approach
Author(s) -
Laurent E. Calvet,
Adlai J. Fisher,
Samuel B. Thompson
Publication year - 2004
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/t0300
Subject(s) - volatility (finance) , econometrics , economics , computer science

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