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~isPartOf:"Queen's Economics Department Working Paper"
~person:"Andersen, Torben G."
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben G.
;
Bollerslev, Tim
;
Frederiksen, Per
; …
-
2008
volatility
, jumps, and leverage effects to satisfactorily describe the daily stock price dynamics. …
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