Kristoufek, L.: Non-stationary volatility with highly anti-persistent increments: Evidence from range-based volatility
| Author(s): | prof. PhDr. Ladislav Krištoufek Ph.D., |
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| Type: | Articles in refereed journals |
| Year: | 2013 |
| Number: | 0 |
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| Published in: | Hyperion International Journal of Econophysics & New Economy 6(1), pp. 21-38 PDF |
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