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High-Frequency Data, Frequency Domain Inference, and Volatility Forecasting

✍ Scribed by Bollerslev, Tim; Wright, Jonathan H.

Book ID: 121319760
Publisher: MIT Press
Year: 2001
Tongue: English
Weight: 124 KB
Volume: 83
Category: Article
ISSN: 0034-6535
DOI: 10.1162/003465301753237687

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