Localized realized volatility modeling

10.1198/jasa.2010.ap09039

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Bibliographic Details
Main Authors:	Chen, Y., Härdle, W.K., Pigorsch, U.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Adaptive procedure Localized autoregressive modeling
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/105208
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Institution:	National University of Singapore

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