Multivariate high‐frequency‐based volatility (HEAVY) models
Year of publication: |
2012
|
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Authors: | Noureldin, Diaa ; Shephard, Neil ; Sheppard, Kevin |
Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 27.2012, 6, p. 907-933
|
Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
Saved in favorites
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