A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
| Year of publication: |
2013
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|---|---|
| Authors: | Atak, Alev ; Kapetanios, George |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 120.2013, 2, p. 224-228
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