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Research Details
Realized Beta: Persistence and Predictability
Type
Book Chapter
Author(s)
Torben Andersen, Tim Bollerslev, Francis X Diebold, Jin Wu
Date Published
2006
Citations
Andersen, Torben, Tim Bollerslev, Francis X Diebold, and Jin Wu. 2006. Realized Beta: Persistence and Predictability. 20B
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