Measuring and modeling systematic risk in factor pricing models using high-frequency data
| Year of publication: |
2003
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|---|---|
| Authors: | Bollerslev, Tim ; Zhang, Benjamin Y.B. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 10.2003, 5, p. 533-558
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