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Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Christensen, Kim, Hounyo, Ulrich, Podolskij, Mark
Format:	Preprint
Publié:	2026
Sujets:	Econometrics
Accès en ligne:	Acceder al recurso
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