Realized kernel

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11The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

The Information Content of High-Frequency Data for Estimating Equity Return Models and Forecasting Risk

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Source URL: www.federalreserve.gov

Language: English - Date: 2010-10-14 16:28:24
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Source URL: www.federalreserve.gov

Language: English - Date: 2010-09-07 12:27:28