Trading Collar, Intraday, Periodicity, And Stock Market Volatility
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DOI: 10.22004/ag.econ.19630
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References listed on IDEAS
- Bollerslev, Tim, 2001. "Financial econometrics: Past developments and future challenges," Journal of Econometrics, Elsevier, vol. 100(1), pages 41-51, January.
- Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
- Diebold & Lopez, "undated".
"Modeling Volatility Dynamics,"
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_062, University of Pennsylvania.
- Francis X. Diebold & Jose A. Lopez, 1995. "Modeling volatility dynamics," Research Paper 9522, Federal Reserve Bank of New York.
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