HIGH-FREQUENCY DATA, FREQUENCY DOMAIN INFERENCE, AND VOLATILITY FORECASTING
| Year of publication: |
2001
|
|---|---|
| Authors: | Bollerslev, Tim ; Wright, Jonathan H. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 83.2001, 4, p. 596-602
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