Estimating spot volatility with high-frequency financial data

Published 2014 View Full Article

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Title
Estimating spot volatility with high-frequency financial data
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 181, Issue 2, Pages 117-135
Publisher
Elsevier BV
Online
2014-04-20
DOI
10.1016/j.jeconom.2014.04.001

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