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"Detecting structural breaks in realized volatility."

Junmo Song, Changryong Baek (2019)

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DOI: 10.1016/J.CSDA.2018.12.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Junmo Song, Changryong Baek:
Detecting structural breaks in realized volatility. Comput. Stat. Data Anal. 134: 58-75 (2019)

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