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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Realised volatility
Realised volatility
Publication information:
Meddahi, Nour, Per Mykland, and Neil Shephard, eds. 2011. “Realised Volatility”.
Journal of Econometrics
160.
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