The economic value of volatility timing using a range-based volatility model
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Publication:609837
DOI10.1016/j.jedc.2010.05.010zbMath1201.91184MaRDI QIDQ609837
Publication date: 1 December 2010
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2010.05.010
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Cites Work
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