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Predicting volatility: getting the most out of return data sampled at different frequencies
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
Journal of Econometrics
131
(
2006
)
1-2
,
pp. 59-95
Persistent link: https://www.econbiz.de/10005192571
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