Higher-order volatility: time series
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More about this item
Keywords
higher-order volatility; time series; S&P 500; EURUSD;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2010-03-20 (Econometric Time Series)
- NEP-MST-2010-03-20 (Market Microstructure)
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