A conditional extreme value volatility estimator based on high-frequency returns
Year of publication: |
2007
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---|---|
Authors: | Bali, Turan G. ; Weinbaum, David |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 31.2007, 2, p. 361-397
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Publisher: |
Elsevier |
Saved in:
Online Resource
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