Articles - Towards a unified framework for high and low frequency return volatility modeling
| Year of publication: |
1998
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|---|---|
| Authors: | Andersen, T.G. ; Bollerslev, T. |
| Published in: |
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research. - Oxford : Blackwell, ISSN 0039-0402, ZDB-ID 2047883. - Vol. 52.1998, 3, p. 273-302
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