A reduced form framework for modeling volatility of speculative prices based on realized variation measures
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Publication:737275
DOI10.1016/j.jeconom.2010.03.029zbMath1441.62584OpenAlexW3122817124MaRDI QIDQ737275
Torben G. Andersen, Xin Huang, Tim Bollerslev
Publication date: 10 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.029
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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