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A Multiple Indicators Model for Volatility Using Intra-Daily Data

Journal of Econometrics - Netherlands
doi 10.1016/j.jeconom.2005.01.018
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Categories
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
Date

March 1, 2006

Authors
Robert F. EngleGiampiero M. Gallo
Publisher

Elsevier BV


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