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~isPartOf:"Journal of economic dynamics & control"
~person:"Bali, Turan G."
~person:"Dewachter, Hans"
~subject:"United States"
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A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
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