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Ishida, Isao's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
626 |
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Citations
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Ishida, Isao Osaka University McAleer, Michael Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute Oya, Kosuke Osaka University
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07 Feb 11
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Last Revised:
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19 Oct 11
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Continuous Time, High Frequency Data, Stochastic Volatility, S&P 500, Implied Volatility, VIX
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