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Using high frequency stock market index data to calculate, model and forecast realized return variance
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EUI ECO; 2001/06
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OOMEN, Roel C. A., Using high frequency stock market index data to calculate, model and forecast realized return variance, EUI ECO, 2001/06 - https://hdl.handle.net/1814/760
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Digitised version produced by the EUI Library and made available online in 2020.