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~person:"Cho, Jang Hyung"
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Search: subject_exact:"Autoregressive integrated moving average"
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Cho, Jang Hyung
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A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
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