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The Distribution of Stock Return Volatility
Home
Publications
The Distribution of Stock Return Volatility
The Distribution of Stock Return Volatility
TA
Torben Andersen
Torben Andersen
TB
Tim Bollerslev
Tim Bollerslev
FD
Francis Diebold
Francis Diebold
HE
Heiko Ebens
Heiko Ebens
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1 October 2000
report
Published by
National Bureau of Economic Research
https://doi.org/10.3386/w7933
Abstract
No abstract available
Cited by 376 articles