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~person:"Consolo, Agostino"
~person:"Audrino, Francesco"
~subject:"realized volatility"
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Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
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