Estimation of High-Frequency Volatility: An Autoregressive Conditional Duration Approach
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2012
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2012.707582