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Publications by Bradley S. Paye

High-Frequency Returns, Jumps and the Mixture of Normals Hypothesis

SSRN Electronic Journal

English

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Estimating Integrated Volatility Using Absolute High-Frequency Returns

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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility

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Economic Freedom, Human Rights, and the Returns to Human Capital: An Evaluation of the Schultz Hypothesis

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