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~isPartOf:"Applied economics letters"
~isPartOf:"CESifo Working Paper Series"
~person:"Baek, Changryong"
~subject:"Share price"
~subject:"Welt"
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Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
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