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Research Details

Time-Varying Periodicity in Intraday Volatility, Journal of the American Statistical Association

Type

Article

Author(s)

Torben Andersen, Martin Thyrsgaard, Viktor Todorov

Date Published

2018

Citations

Andersen, Torben, Martin Thyrsgaard, and Viktor Todorov. 2018. Time-Varying Periodicity in Intraday Volatility. Journal of the American Statistical Association.

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