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~institution:"Banco de España"
~subject:"Realized volatilities"
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A model for vast panels of volatilities
Luciani, Matteo
;
Veredas, David
-
Banco de España
-
2012
of the realized volatility is not constant and common to all. v) A
forecasting
horse race against 8 competing models …
Persistent link: https://www.econbiz.de/10010862270
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