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Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
2
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Hans Franses, Philip
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10008215882
Saved in:
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