A conditional extreme value volatility estimator based on high-frequency returns
| Year of publication: |
2007
|
|---|---|
| Authors: | Bali, Turan G. ; Weinbaum, David |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 31.2007, 2, p. 361-398
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