Hong, Seok Young and Nolte, Ingmar and Taylor, Stephen and Zhao, Vera (2021) Volatility Estimation and Forecasts based on Price Durations. Journal of Financial Econometrics. ISSN 1479-8409 (In Press)
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SSRN_id2713322.pdf - Accepted Version
Restricted to Repository staff only until 1 January 2050.
Available under License Creative Commons Attribution-NonCommercial.
Download (1MB)
Item Type:
Journal Article
Journal or Publication Title:
Journal of Financial Econometrics
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2002
Subjects:
Departments:
ID Code:
151427
Deposited By:
Deposited On:
05 Feb 2021 10:25
Refereed?:
Yes
Published?:
In Press
Last Modified:
05 Feb 2021 10:25