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person:"Bollerslev, Tim"
~isPartOf:"International finance discussion papers"
~language:"eng"
~person:"Lucas, André"
~person:"Mykland, Per A."
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Bollerslev, Tim
Lucas, André
Mykland, Per A.
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
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1999
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