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schema:citation
  • Hansen, P., Huang, Z., Shek, H. (2012). Journal of Applied Econometrics, 27(6), 877-906.
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  • Download (en)
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is schema:dataset of
schema:datePublished
  • 2012
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  • 10.15456/jae.2022320.0729902475
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  • eng
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  • Collection
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  • Realized GARCH a joint model for returns and realized measures of volatility replication data (en)
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  • 1.0.0