Empirical analysis of estimates of realized volatility in financial risk control problems (Q2508815)

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Empirical analysis of estimates of realized volatility in financial risk control problems
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    Empirical analysis of estimates of realized volatility in financial risk control problems (English)
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    20 October 2006
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    realized (historic) volatility
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    financial index
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    yield
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    high-frequency data
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    unevenly sample data
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