Modelling Different Volatility Components in High-Frequency Financial Returns

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FENG, Yuanhua, 2002. Modelling Different Volatility Components in High-Frequency Financial Returns

@techreport{Feng2002Model-12080, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={Modelling Different Volatility Components in High-Frequency Financial Returns}, year={2002}, number={2002/18}, author={Feng, Yuanhua} }

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