Oomen, R. C. (2001). Using high frequency stock market index data to calculate, model and forecast realized return variance. European University Institute.
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Chicago Style (17th ed.) Citation
Oomen, Roel C.A. Using High Frequency Stock Market Index Data to Calculate, Model and Forecast Realized Return Variance. San Domenico (FI): European University Institute, 2001.
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MLA (9th ed.) Citation
Oomen, Roel C.A. Using High Frequency Stock Market Index Data to Calculate, Model and Forecast Realized Return Variance. European University Institute, 2001.
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Warning: These citations may not always be 100% accurate.