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Volatility comovement : a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10002195944
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VOLATILITY COMOVEMENT: A MULTIFREQUENCY APPROACH
Calvet, Laurent E.
;
Fisher, Adlal J.
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10005925274
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