Range-Based Volatility Estimators for Monitoring Market Stress: Evidence from Local Food Price Data

Fuente: arXiv

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Bibliographic Details
Main Author:	Andrée, Bo Pieter Johannes
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance Econometrics Applications 62M10, 62P20, 91B84, 62M20, 91B82 J.4; G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.02898