Volatility forecasting and microstructure noise (Q737282)

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Volatility forecasting and microstructure noise
scientific article

    Statements

    title
    Volatility forecasting and microstructure noise (English)
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    author
    Eric Ghysels
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    Arthur Sinko
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    publication date
    10 August 2016
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    Identifiers

    zbMATH DE Number
    6610577
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