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Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities
Andersen, Torben G.; Bollerslev, Tim; Meddahi, Nour
Issue Date : 2002-12

On Periodic Autogressive Conditional Heteroskedasticity
Bollerslev, Tim; Ghysels, Eric
Issue Date : 1994-09

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