Private Information and High-Frequency Stochastic Volatility
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- Kelly, David L. & Steigerwald, Douglas G, 2003. "Private Information and High-Frequency Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt00n4h4mw, Department of Economics, UC Santa Barbara.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mizrach, Bruce & Otsubo, Yoichi, 2014.
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- Steigerwald, Doug & Vagnoni, Richard J., 2001. "Option Market Microstructure and Stochastic Volatility," University of California at Santa Barbara, Economics Working Paper Series qt1v2059c2, Department of Economics, UC Santa Barbara.
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