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Volatility dynamics and heterogeneous markets

Mcmillan, David G. and Speight, Alan H.

Volatility dynamics and heterogeneous markets J5276 2006 - 2006 - 115-121 V. 11 Issue. 2

Subjects--Topical Terms:
Finance and Economics

Subjects--Index Terms: Intra day;Heterogeneous markets;HARCH;

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