Predicting volatility: getting the most out of return data sampled at different frequencies
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Publication:292004
DOI10.1016/J.JECONOM.2005.01.004zbMATH Open1337.62363OpenAlexW3125263362MaRDI QIDQ292004FDOQ292004
Pedro Santa-Clara, Rossen Valkanov, Eric Ghysels
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.cirano.qc.ca/pdf/publication/2004s-19.pdf
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