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~isPartOf:"Journal of econometrics"
~person:"Li, Yingying"
~subject:"Share price"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility forecasting"
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Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
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