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