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Using high frequency stock market index data to calculate, model & forecast realized return variance

Author: Roel C A Oomen; European University Institute. Department of Economics.
Publisher: San Domenico : European University Institute, Dept. of Economics, 2001.
Series: EUI working paper., ECO ;, no. 2001/6.
Edition/Format:   Print book : EnglishView all editions and formats
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Roel C A Oomen; European University Institute. Department of Economics.
OCLC Number: 47314190
Description: 30 pages ; 21 cm.
Series Title: EUI working paper., ECO ;, no. 2001/6.
Responsibility: Roel C.A. Oomen.

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