Estimating daily volatility in financial markets utilizing intraday data
- 31 December 2002
- journal article
- Published by Elsevier BV in Journal of Empirical Finance
- Vol. 9 (5), 551-562
- https://doi.org/10.1016/s0927-5398(02)00010-5
Abstract
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This publication has 24 references indexed in Scilit:
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