The effect of intraday periodicity on realized volatility measures (Q2696331)
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scientific article; zbMATH DE number 7673435
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| English | The effect of intraday periodicity on realized volatility measures |
scientific article; zbMATH DE number 7673435 |
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The effect of intraday periodicity on realized volatility measures (English)
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11 April 2023
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bipower variation
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integrated volatility
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integrated quarticity
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intraday periodicity
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