Realized GARCH: a joint model for returns and realized measures of volatility
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Bibliographic InfoArticle provided by John Wiley & Sons, Ltd. in its journal Journal of Applied Econometrics.
Volume (Year): 27 (2012)
Issue (Month): 6 (09)
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Web page: http://www.interscience.wiley.com/jpages/0883-7252/
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