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8

CSDA
2008

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Volatility forecasting using threshold heteroskedastic models of the intra-day range

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Volatility forecasting using threshold heteroskedastic models of the intra-day range

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Cathy W. S. Chen, Richard Gerlach, Edward M. H. Li

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Added	10 Dec 2010
Updated	10 Dec 2010
Type	Journal
Year	2008
Where	CSDA
Authors	Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin

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