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subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Aghion, Philippe"
~person:"Engle, Robert F."
~subject:"Financial market"
~subject:"Tax effects"
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Aghion, Philippe
Engle, Robert F.
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A multiple indicators model for volatility using intra-daily data
Engle, Robert F.
;
Gallo, Giampiero M.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 3-27
Persistent link: https://www.econbiz.de/10003298558
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