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~isPartOf:"Journal of Risk and Financial Management"
~person:"McAleer, Michael"
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Asymmetric Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
- In:
Journal of Risk and Financial Management
7
(
2014
)
2
,
pp. 80-109
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10010787067
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