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Kellard, Neil M.
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Spurious long memory, uncommon breaks and the implied-realized volatility puzzle
Kellard, Neil M.
;
Jiang, Ying
;
Wohar, Mark E.
- In:
Journal of international money and finance
56
(
2015
),
pp. 36-54
Persistent link: https://www.econbiz.de/10011477872
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