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Journal: Int. J. Financial Stud., 2025
Volume: 13
Number: 186
Article:
Spot Volatility Measurement Using a Change-Point Duration Model in the High-Frequency Market
Authors:
by
Zhicheng Li, Haipeng Xing and Yan Wang
Link:
https://www.mdpi.com/2227-7072/13/4/186
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