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HAR-RV.zip
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本附件包括:
- A Simple Approximate Long-Memory Model of Realized Volatility.pdf
- Bollerslex 增强波动率预测.pdf
- Econometric analysis of realized volatility and its.pdf
- GOOD VOLATILITY BAD VOLATILITY SIGNED JUMPS AND THE.pdf
- ROUGHING IT UP INCLUDING JUMP COMPONENTS IN THE.pdf