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Title: Duration-Based Volatility Estimation
Authors: Andersen, Torben G.
Dobrev, Dobrislav
Schaumburg, Ernst
Edition: [Revised version]
Issue Date: Mar-2009
Publisher: Institute of Economic Research, Hitotsubashi University
Physical Description: 65 p.
Series/Report no.: Global COE Hi-Stat Discussion Paper Series ; No. 34
Description: First version: March 10, 2008; This version: July 2, 2008; Preliminary Draft: Comments Welcome
Language: eng
Text Version: publisher
Appears in Collections:Global COE Hi-Stat Discussion Paper Series

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