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subject:"Volatility"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The journal of futures markets"
~person:"Garcia, René"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
Estimation
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Garcia, René
Xuan Vinh Vo
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International review of economics & finance : IREF
Journal of financial econometrics : official journal of the Society for Financial Econometrics
The journal of futures markets
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Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
2
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
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