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Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
Author(s) -
Éric Ghysels,
Pedro SantaClara,
Rossen Valkanov
Publication year - 2004
Language(s) - English
Resource type - Reports
DOI - 10.3386/w10914
Subject(s) - volatility (finance) , econometrics , environmental science , economics

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