Volatility in the Gold Futures Market
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More about this item
KeywordsGarman Klass estimator; volatility; gold; intraday patterns; futures;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-09-24 (All new papers)
- NEP-FMK-2007-09-24 (Financial Markets)
- NEP-MST-2007-09-24 (Market Microstructure)
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