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A multiple indicators model for volatility using intra-daily data

Robert Engle and Giampiero Gallo ()

Journal of Econometrics, 2006, vol. 131, issue 1-2, 3-27

Date: 2006
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Working Paper: A Multiple Indicators Model For Volatility Using Intra-Daily Data (2003) Downloads
Working Paper: A Multiple Indicators Model for Volatility Using Intra-Daily Data (2003) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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