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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Liu, Hung-Chun"
~subject:"Realized volatility"
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Economics letters
International review of economics & finance : IREF
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Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
Liu, Hung-Chun
;
Chiang, Shu-mei
;
Cheng, Nick Ying-pin
- In:
International review of economics & finance : IREF
22
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009618705
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