James C. Luu

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

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Scholarly Papers (1)

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Testing the Mixture of Distributions Hypothesis Using "Realized" Volatility

Number of pages: 24 Posted: 28 Feb 2002
James C. Luu and Martin Martens
UNSW Australia Business School, School of Banking and Finance and Erasmus University Rotterdam (EUR)
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Citation 3

Abstract:

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Mixture of Distributions Hypothesis, high-frequency data