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2 research outputs found
Measuring actual daily volatility from high frequency intraday returns of the S&P futures and index observations
Author
Andersen
Andersen
+59Â more
Andersen
Andersen
Andersen
Andersen
Andersson
Areal
Bandi
Barkoulas
Barndorff-Nielsen
Barndorff-Nielsen
Becker
Becker
Becker
Bildirici
Blair
Bordignon
Cambell
Canina
Caporin
Chong
Christensen
Chung
Clements
Cordis
Corsi
Coval
Day
Degiannakis
Deo
Ellis
Fernández
Fleming
Ghalanos
Hajizadeh
Hansen
Hansen
Hurvich
Jiang
Juha Kotkatvuori-Ă–rnberg
Kanellopoulou
Koopman
Liu
Liu
Lux
Martens
Martens
Martens
Newey
Patton
Pong
Poon
Roh
Stoll
Sugiura
Taylor
White
Wilhelmsson
Yang
Zhou
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
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