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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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