Assesing the Economic Significance of the Intra-daily Volatility Seasonalities
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-02-17 (All new papers)
- NEP-FOR-2007-02-17 (Forecasting)
- NEP-MST-2007-02-17 (Market Microstructure)
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