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Accioly, Victor Bello
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Accioly, Victor Bello
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Assessing the impact of the realized range on the (E)GARCH volatility: Evidence from Brazil
by
Accioly
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Victor
Bello
Published 2016
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EGARCH-RR: realized ranges explaining EGARCH volatilities
by
Accioly
,
Victor
Bello
Published 2015
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On the dependence structure of realized volatilities
by
Mendes, Beatriz Vaz de Melo
Published 2011
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