A High-Frequency Investigation of the Interaction between Volatility and DAX Returns
| Year of publication: |
2010
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|---|---|
| Authors: | Masset, Philippe ; Wallmeier, Martin |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 16.2010, 3, p. 327-345
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