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Article
Title:
Edgeworth Corrections for Realized Volatility
Authors:
Silvia Goncalves
(
U Montreal
)
Nour Meddahi
(
Imperial Col London
)
Journal:
Econometric Reviews
Year:
2008
Volume:
27
Pages:
139-162
JEL codes:
C22 - Time-Series Models
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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