Publication detail

Kristoufek, L.: Non-stationary volatility with highly anti-persistent increments: Evidence from range-based volatility

Author(s): prof. PhDr. Ladislav Krištoufek Ph.D.,
Type: Article in collection
Year: 2012
Number: 0
ISSN / ISBN:
Published in: Proceedings to The International Conference on Econophysics, New Economy & Complexity 2012 PDF
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Keywords:
JEL codes:
Suggested Citation:
Abstract:
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