Volatility contagion: a range-based volatility approach (Q738077): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Realized range-based estimation of integrated variance
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+Measuring volatility with the realized range
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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