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~isPartOf:"NBER Working Paper"
~person:"Diebold, Francis X."
~subject:"Germany"
~subject:"Market integration"
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Diebold, Francis X.
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Modeling and Forecasting Realized Volatility
Andersen, Torben G.
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2002
This paper provides a general framework for
integration
of high-frequency intraday data into the measurement …
Persistent link: https://www.econbiz.de/10012787458
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