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for the working paper

The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures
Siem Jan Koopman and Marcel Scharth
Tinbergen Institute Discussion Papers from Tinbergen Institute
Read abstract and download full text files (if available) at EconPapers

Access Statistics

RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.

Access Statistics for the working paper
Month Downloads Abstract Views 
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Statistics updated 2024-12-04