The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696): Difference between revisions

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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Fractionally integrated generalized autoregressive conditional heteroskedasticity
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+The fine-structure of volatility feedback. I: Multi-scale self-reflexivity
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+Quadratic ARCH Models
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+Handbook of econometrics. Vol. 4
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