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Volatility during the financial crisis through the lens of high frequency data: a realized GARCH approach
Banulescu-Radu, Denisa; Hansen, Peter Reinhard; Huang, Zhuo; Matei, Marius
Financial crisis
Volatility
High frequency data
Realized GARCH
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Banulescu-Radu, Denisa; Hansen, Peter Reinhard; Huang, Zhuo; Matei, Marius
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