Data-based ranking of realised volatility estimators

Published 2010 View Full Article

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Title
Data-based ranking of realised volatility estimators
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 161, Issue 2, Pages 284-303
Publisher
Elsevier BV
Online
2010-12-30
DOI
10.1016/j.jeconom.2010.12.010

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