Volatility Comovement: A Multifrequency Approach | Zendy

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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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