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~subject:"Realized volatility"
~source:"econstor"
~person:"Malinska, Barbora"
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Malinska, Barbora
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Volatility term structure modeling using Nelson-Siegel model
Malinska, Barbora
;
Barunik, Jozef
-
2018
empirically inspect the behaviour of the respective
realized
volatility term structure. We believe that the discovered properties …
Persistent link: https://www.econbiz.de/10012063468
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