Testing the mixture-of-distributions hypothesis using "realized" volatility
| Year of publication: |
2003
|
|---|---|
| Authors: | Luu, James C. ; Martens, Martin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 7, p. 661-680
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