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Estimating volatility on overlapping returns when returns are autocorrelated 

Authors: Roy Kluitman; Philip Hans Franses
DOI: 10.1080/13504860210162029
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 9, Issue 3 September 2002 , pages 179 - 188
Number of References: 6
Formats available: PDF (English)
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