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A New Method for Volatility Estimation with Applicatio Ns in Foreign Exchange Rate Series

Peter L. BossaertsChristian M. HafnerWolfgang Härdle

出版	Humboldt- Univ., Wirtschaftswiss. Fak., 1995
URL	http://books.google.com.hk/books?id=Ez7wjgEACAAJ&hl=&source=gbs_api