The economics of data: Using simple model-free volatility in a high-frequency world
Year of publication: |
2013
|
---|---|
Authors: | Garvey, John ; Gallagher, Liam A. |
Published in: |
The North American Journal of Economics and Finance. - Elsevier, ISSN 1062-9408. - Vol. 26.2013, C, p. 370-379
|
Publisher: |
Elsevier |
Subject: | Economics of information | Model free volatility | High frequency data | Long memory effects |
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