A Multiple Indicators Model for Volatility Using Intra-Daily Data
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Many ways exist to measure and model financial asset volatility. In principle, as the frequency of the data increases, the quality of forecasts should improve. Yet, there is no consensus about a true' or best' measure of volatility. In this paper we propose to jointly consider absolute daily returns
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美国国家经济研究局创建时间：
2003-11-01
