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Measuring and modeling systematic risk in factor pricing models using high-frequency data

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  • Bollerslev, Tim
  • Zhang, Benjamin Y. B.

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  • Bollerslev, Tim & Zhang, Benjamin Y. B., 2003. "Measuring and modeling systematic risk in factor pricing models using high-frequency data," Journal of Empirical Finance, Elsevier, vol. 10(5), pages 533-558, December.
  • Handle: RePEc:eee:empfin:v:10:y:2003:i:5:p:533-558
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    References listed on IDEAS

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