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In this study we estimate and compare the realized range volatility, a novel efficient volatility estimator computed by … stocks. The usefulness of high-frequency data in measuring and forecasting financial volatility is apparent throughout the …
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Stock Exchange (ASE). The Greek market provides a unique opportunity to isolate market efficiency as a factor in market … to those of other the EU member countries such as U.K., Germany and France. Greece's inclusion in the Eurozone in 2000 … ASE's efficiency due to irregularities in a few influential stocks. Thus, this study analyzes the efficiency of the ASE by …
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